+178.6%
CSCO vs RVMD
+644.5%
-465.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | -10.1% | +6.4% | -16.6% | -10.6% |
| 3M | -15.7% | +34.9% | -50.6% | -17.8% |
| 6M | +36.3% | +107.6% | -71.3% | +27.0% |
| YTD | +43.8% | +163.7% | -119.8% | +30.1% |
| 1Y | +63.9% | +439.2% | -375.3% | +37.8% |
| 3Y | +104.4% | +499.2% | -394.9% | +65.6% |
| 5Y | +111.4% | +621.7% | -510.4% | +60.7% |
| All | +178.6% | +644.5% | -465.9% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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