+108.5%
CSCO vs RIG
-28.9%
+137.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.5% | -2.7% | +2.2% | -0.3% |
| 30D | -10.1% | +9.5% | -19.6% | -11.1% |
| 3M | -11.7% | -6.6% | -5.1% | -11.3% |
| 6M | +40.1% | -2.9% | +43.0% | +39.9% |
| YTD | +43.8% | +39.5% | +4.3% | +38.3% |
| 1Y | +66.6% | +82.3% | -15.7% | +55.0% |
| 3Y | +108.5% | -29.6% | +138.1% | +102.7% |
| All | +108.5% | -28.9% | +137.4% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling