+113.3%
CSCO vs RVTY
-30.5%
+143.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | -10.1% | +13.2% | -23.3% | -12.7% |
| 3M | -15.7% | +27.2% | -42.9% | -20.6% |
| 6M | +36.3% | +32.4% | +3.9% | +26.5% |
| YTD | +43.8% | +34.9% | +9.0% | +32.5% |
| 1Y | +63.9% | +52.4% | +11.6% | +45.8% |
| 3Y | +104.4% | +12.3% | +92.1% | +92.6% |
| All | +113.3% | -30.5% | +143.8% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling