+91.5%
CSCO vs RSP
+48.2%
+43.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.4% |
| 7D | +1.9% | +2.4% | -0.5% | -0.1% |
| 30D | -15.8% | +4.3% | -20.1% | -18.7% |
| 3M | -15.4% | -0.3% | -15.1% | -15.1% |
| 6M | -5.4% | +9.8% | -15.2% | -12.6% |
| YTD | +26.5% | +16.8% | +9.6% | +11.0% |
| 1Y | +25.9% | +19.5% | +6.4% | +8.4% |
| 3Y | +97.5% | +65.1% | +32.4% | +29.6% |
| All | +91.5% | +48.2% | +43.3% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling