+25.9%
CSCO vs RVTY
+66.4%
-40.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.6% | -6.0% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | -15.8% | +1.5% | -17.4% | -15.8% |
| 3M | -15.4% | +31.5% | -46.8% | -18.0% |
| 6M | -5.4% | +62.7% | -68.1% | -11.4% |
| YTD | +26.5% | +60.0% | -33.5% | +18.1% |
| 1Y | +25.9% | +65.7% | -39.8% | +17.4% |
| All | +25.9% | +66.4% | -40.5% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling