+306.4%
CSCO vs RSP
+215.0%
+91.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -10.2% | -1.0% | -9.2% | -9.3% |
| 30D | -20.1% | +2.6% | -22.6% | -21.9% |
| 3M | -22.1% | -0.8% | -21.3% | -21.5% |
| 6M | +3.2% | +6.3% | -3.1% | -2.3% |
| YTD | +24.1% | +14.1% | +10.0% | +10.2% |
| 1Y | +34.6% | +18.0% | +16.5% | +15.8% |
| 3Y | +90.0% | +61.0% | +29.0% | +22.8% |
| 5Y | +88.6% | +45.6% | +43.0% | +32.8% |
| All | +306.4% | +215.0% | +91.4% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling