+330.5%
CSCO vs RIG
-48.7%
+379.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +2.4% |
| 7D | -2.8% | -2.6% | -0.2% | -2.5% |
| 30D | -12.6% | -5.2% | -7.5% | -12.3% |
| 3M | -16.0% | -8.6% | -7.4% | -15.6% |
| 6M | +2.8% | -18.9% | +21.8% | +4.4% |
| YTD | +33.2% | +28.6% | +4.7% | +28.8% |
| 1Y | +43.1% | +25.5% | +17.6% | +38.5% |
| 3Y | +106.7% | -20.2% | +126.8% | +103.0% |
| 5Y | +103.6% | +53.9% | +49.7% | +79.6% |
| 10Y | +330.5% | -48.8% | +379.3% | +259.2% |
| All | +330.5% | -48.7% | +379.2% | +259.2% |
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