+45.9%
CSCO vs RIG
+43.0%
+2.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.6% | +8.2% | +1.3% |
| 7D | -6.1% | -18.8% | +12.7% | -4.3% |
| 30D | -8.2% | -1.1% | -7.1% | -8.2% |
| 3M | -14.6% | +4.4% | -19.0% | -15.4% |
| 6M | +12.7% | -20.8% | +33.5% | +14.7% |
| YTD | +37.0% | +32.0% | +5.0% | +36.2% |
| 1Y | +45.9% | +39.7% | +6.2% | +44.7% |
| All | +45.9% | +43.0% | +2.9% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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