+96.9%
CSCO vs RIG
+39.4%
+57.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.5% | +5.2% |
| 7D | -2.9% | -17.0% | +14.1% | -1.4% |
| 30D | -16.7% | -6.2% | -10.5% | -16.3% |
| 3M | -18.4% | -1.7% | -16.7% | -18.6% |
| 6M | +2.9% | -19.2% | +22.2% | +4.4% |
| YTD | +30.4% | +25.2% | +5.3% | +26.9% |
| 1Y | +41.4% | +29.9% | +11.5% | +37.0% |
| 3Y | +104.7% | -21.3% | +126.0% | +100.5% |
| 5Y | +96.9% | +40.5% | +56.5% | +82.8% |
| All | +96.9% | +39.4% | +57.6% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling