+220,352.2%
CSCO vs RRX
+4,345.7%
+216,006.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +3.4% | -4.1% | -1.8% |
| 30D | -10.1% | -11.1% | +1.0% | -6.7% |
| 3M | -15.7% | -23.7% | +8.0% | -9.1% |
| 6M | +36.3% | -22.0% | +58.3% | +43.7% |
| YTD | +43.8% | +16.5% | +27.4% | +31.9% |
| 1Y | +63.9% | +11.5% | +52.4% | +51.3% |
| 3Y | +104.4% | +1.5% | +102.8% | +83.6% |
| 5Y | +111.4% | +18.3% | +93.1% | +74.0% |
| 10Y | +361.7% | +209.8% | +151.9% | +157.0% |
| All | +220,352.2% | +4,345.7% | +216,006.6% | +79,442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling