+114.8%
CSCO vs RRX
+16.5%
+98.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.8% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -10.7% | -8.0% | -2.8% | -9.2% |
| 3M | -8.7% | -25.1% | +16.3% | -3.8% |
| 6M | +44.9% | -18.3% | +63.2% | +48.7% |
| YTD | +44.1% | +14.2% | +30.0% | +37.2% |
| 1Y | +65.9% | +13.0% | +52.8% | +57.4% |
| 3Y | +109.0% | +4.2% | +104.8% | +95.4% |
| 5Y | +114.8% | +17.9% | +96.9% | +90.7% |
| All | +114.8% | +16.5% | +98.2% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling