+377.3%
CSCO vs RIG
-44.3%
+421.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | 0.0% | -8.2% | +8.2% | +0.8% |
| 30D | -10.7% | -0.2% | -10.5% | -10.8% |
| 3M | -8.7% | -2.7% | -6.0% | -8.7% |
| 6M | +44.9% | -7.5% | +52.4% | +45.4% |
| YTD | +44.1% | +38.3% | +5.9% | +38.7% |
| 1Y | +65.9% | +81.8% | -16.0% | +54.9% |
| 3Y | +109.0% | -30.2% | +139.2% | +108.2% |
| 5Y | +114.8% | +59.9% | +54.8% | +88.8% |
| 10Y | +377.3% | -41.9% | +419.3% | +294.9% |
| All | +377.3% | -44.3% | +421.6% | +294.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling