+319.3%
CSCO vs RVTY
+221.3%
+98.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -4.7% | -2.7% | -2.0% | -3.8% |
| 30D | -17.1% | +3.2% | -20.3% | -18.0% |
| 3M | -19.6% | +37.2% | -56.8% | -27.8% |
| 6M | +2.4% | +57.7% | -55.3% | -12.8% |
| YTD | +29.8% | +64.8% | -35.1% | +7.7% |
| 1Y | +38.7% | +72.8% | -34.2% | +12.8% |
| 3Y | +101.3% | +89.8% | +11.5% | +50.6% |
| 5Y | +94.8% | -8.4% | +103.3% | +90.6% |
| All | +319.3% | +221.3% | +98.1% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling