+321.5%
CSCO vs RL
+397.7%
-76.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.8% | -0.7% | +3.7% |
| 7D | -2.9% | +0.2% | -3.2% | -2.9% |
| 30D | -16.7% | +7.3% | -24.0% | -18.1% |
| 3M | -18.4% | +1.0% | -19.5% | -18.8% |
| 6M | +2.9% | +11.8% | -8.8% | -0.6% |
| YTD | +30.4% | +13.6% | +16.8% | +24.8% |
| 1Y | +41.4% | +24.0% | +17.3% | +32.0% |
| 3Y | +104.7% | +256.6% | -151.9% | +42.0% |
| 5Y | +96.9% | +240.2% | -143.3% | +34.4% |
| 10Y | +321.5% | +373.0% | -51.5% | +146.1% |
| All | +321.5% | +397.7% | -76.2% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling