+1,026.4%
CSCO vs RSP
+1,139.7%
-113.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | -0.7% | -0.8% | +0.1% | 0.0% |
| 30D | -10.1% | -0.3% | -9.8% | -9.9% |
| 3M | -15.7% | +4.3% | -20.0% | -19.0% |
| 6M | +36.3% | +8.8% | +27.4% | +25.8% |
| YTD | +43.8% | +15.3% | +28.6% | +25.8% |
| 1Y | +63.9% | +18.3% | +45.7% | +39.7% |
| 3Y | +104.4% | +52.8% | +51.5% | +36.1% |
| 5Y | +111.4% | +51.7% | +59.6% | +40.5% |
| 10Y | +361.7% | +208.5% | +153.2% | +53.7% |
| All | +1,026.4% | +1,139.7% | -113.2% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling