+549.4%
CSCO vs RNG
+343.0%
+206.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.1% |
| 7D | +6.6% | +2.3% | +4.3% | +6.3% |
| 30D | -11.3% | -3.4% | -8.0% | -11.0% |
| 3M | -17.3% | +20.9% | -38.2% | -19.7% |
| 6M | +3.5% | +82.2% | -78.7% | -5.6% |
| YTD | +34.9% | +164.6% | -129.8% | +14.8% |
| 1Y | +40.5% | +177.0% | -136.5% | +18.7% |
| 3Y | +109.3% | +177.4% | -68.2% | +71.7% |
| 5Y | +105.9% | -72.3% | +178.2% | +124.5% |
| 10Y | +335.8% | +238.9% | +96.9% | +192.2% |
| All | +549.4% | +343.0% | +206.3% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling