+43.1%
CSCO vs RSP
+19.8%
+23.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +1.9% |
| 7D | -2.8% | -0.3% | -2.4% | -2.4% |
| 30D | -12.6% | +4.4% | -17.1% | -15.8% |
| 3M | -16.0% | +1.3% | -17.3% | -16.9% |
| 6M | +2.8% | +10.0% | -7.1% | -5.6% |
| YTD | +33.2% | +17.6% | +15.6% | +19.3% |
| 1Y | +43.1% | +19.2% | +23.9% | +28.0% |
| All | +43.1% | +19.8% | +23.3% | +28.0% |
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