+335.7%
CSCO vs RRC
+71.8%
+263.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +6.6% | +2.5% | +4.0% | +6.3% |
| 30D | -11.3% | +21.1% | -32.5% | -13.4% |
| 3M | -17.3% | +28.4% | -45.7% | -19.8% |
| 6M | +3.5% | +26.5% | -22.9% | +0.4% |
| YTD | +34.9% | +47.0% | -12.1% | +28.4% |
| 1Y | +40.5% | +35.2% | +5.3% | +34.9% |
| 3Y | +109.3% | +61.0% | +48.3% | +95.1% |
| 5Y | +105.9% | +133.6% | -27.7% | +79.2% |
| All | +335.7% | +71.8% | +263.9% | +208.0% |
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