+379.9%
CSCO vs RRX
+228.4%
+151.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.3% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -9.5% | -6.1% | -3.3% | -7.8% |
| 3M | -7.6% | -23.1% | +15.4% | -1.5% |
| 6M | +44.9% | -19.5% | +64.4% | +50.7% |
| YTD | +47.7% | +16.1% | +31.6% | +36.6% |
| 1Y | +69.1% | +12.9% | +56.2% | +56.6% |
| 3Y | +113.5% | +7.9% | +105.6% | +89.9% |
| 5Y | +122.8% | +19.1% | +103.7% | +83.4% |
| All | +379.9% | +228.4% | +151.5% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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