+63.9%
CSCO vs RSP
+18.9%
+45.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | -0.7% | -0.8% | +0.1% | 0.0% |
| 30D | -10.1% | -0.3% | -9.8% | -10.0% |
| 3M | -15.7% | +4.3% | -20.0% | -18.9% |
| 6M | +36.3% | +8.8% | +27.4% | +26.2% |
| YTD | +43.8% | +15.3% | +28.6% | +30.2% |
| 1Y | +63.9% | +18.3% | +45.7% | +47.1% |
| All | +63.9% | +18.9% | +45.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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