+190,098.4%
CSCO vs RVTY
+2,777.7%
+187,320.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.9% |
| 7D | -10.2% | -1.2% | -9.0% | -9.9% |
| 30D | -20.1% | +1.0% | -21.1% | -20.4% |
| 3M | -22.1% | +35.8% | -57.9% | -30.2% |
| 6M | +3.2% | +56.7% | -53.5% | -12.7% |
| YTD | +24.1% | +60.7% | -36.6% | +3.0% |
| 1Y | +34.6% | +73.7% | -39.1% | +8.4% |
| 3Y | +90.0% | +82.8% | +7.2% | +44.9% |
| 5Y | +88.6% | -7.0% | +95.6% | +76.6% |
| 10Y | +316.5% | +212.3% | +104.2% | +147.5% |
| All | +190,098.4% | +2,777.7% | +187,320.7% | +49,553.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling