+66.6%
CSCO vs RSP
+16.9%
+49.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.8% |
| 7D | -0.5% | -0.4% | -0.1% | -0.2% |
| 30D | -10.1% | -1.5% | -8.6% | -9.1% |
| 3M | -11.7% | +4.8% | -16.5% | -15.6% |
| 6M | +40.1% | +10.3% | +29.8% | +28.5% |
| YTD | +43.8% | +14.1% | +29.7% | +31.3% |
| 1Y | +66.6% | +17.0% | +49.6% | +51.0% |
| All | +66.6% | +16.9% | +49.7% | +51.0% |
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