+89.3%
CSCO vs RL
+240.1%
-150.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -10.2% | -4.2% | -6.0% | -9.4% |
| 30D | -20.1% | +4.3% | -24.3% | -20.6% |
| 3M | -22.4% | -4.6% | -17.8% | -21.6% |
| 6M | +2.8% | +1.7% | +1.1% | +1.9% |
| YTD | +23.6% | +7.3% | +16.3% | +20.6% |
| 1Y | +34.0% | +20.8% | +13.2% | +26.9% |
| 3Y | +89.3% | +247.0% | -157.7% | +25.7% |
| All | +89.3% | +240.1% | -150.8% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling