+2,303.3%
CSCO vs RL
+1,366.2%
+937.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -10.1% | -7.8% | -2.4% | -8.1% |
| 3M | -15.7% | -4.0% | -11.7% | -15.1% |
| 6M | +36.3% | -1.9% | +38.2% | +35.4% |
| YTD | +43.8% | -0.2% | +44.0% | +41.7% |
| 1Y | +63.9% | +10.7% | +53.3% | +56.0% |
| 3Y | +104.4% | +210.8% | -106.4% | +38.5% |
| 5Y | +111.4% | +238.2% | -126.9% | +34.7% |
| 10Y | +361.7% | +313.4% | +48.3% | +151.3% |
| All | +2,303.3% | +1,366.2% | +937.1% | +626.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling