+379.9%
CSCO vs RNG
+222.9%
+157.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | +2.7% | -6.1% | +8.8% | +3.5% |
| 30D | -9.5% | +9.6% | -19.1% | -10.8% |
| 3M | -7.6% | +83.3% | -90.9% | -15.5% |
| 6M | +44.9% | +77.9% | -33.1% | +32.1% |
| YTD | +47.7% | +139.9% | -92.2% | +27.5% |
| 1Y | +69.1% | +121.7% | -52.6% | +47.2% |
| 3Y | +113.5% | +121.9% | -8.3% | +80.3% |
| 5Y | +122.8% | -68.4% | +191.1% | +139.0% |
| All | +379.9% | +222.9% | +157.1% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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