+62.0%
CSCO vs RRX
+11.1%
+50.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.5% |
| 7D | -1.1% | -3.7% | +2.7% | -0.4% |
| 30D | -10.8% | -9.3% | -1.5% | -9.3% |
| 3M | -9.2% | -21.8% | +12.6% | -5.9% |
| 6M | +39.5% | -22.0% | +61.6% | +43.2% |
| YTD | +41.5% | +11.9% | +29.6% | +40.9% |
| All | +62.0% | +11.1% | +50.9% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling