+366.8%
CSCO vs RRC
+7.9%
+358.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | -10.1% | +9.4% | -19.5% | -11.0% |
| 3M | -11.7% | +7.4% | -19.1% | -12.6% |
| 6M | +40.1% | +1.5% | +38.6% | +39.5% |
| YTD | +43.8% | +19.4% | +24.4% | +40.4% |
| 1Y | +66.6% | +24.2% | +42.4% | +61.6% |
| 3Y | +108.5% | +32.8% | +75.7% | +98.8% |
| 5Y | +114.0% | +152.9% | -39.0% | +84.4% |
| 10Y | +366.8% | +3.9% | +363.0% | +255.4% |
| All | +366.8% | +7.9% | +358.9% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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