+11,254.3%
CSCO vs RIG
-40.2%
+11,294.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +0.9% |
| 7D | -0.7% | +0.9% | -1.5% | -0.8% |
| 30D | -10.1% | +13.8% | -23.9% | -11.8% |
| 3M | -15.7% | -6.4% | -9.3% | -15.2% |
| 6M | +36.3% | -8.2% | +44.4% | +36.9% |
| YTD | +43.8% | +41.6% | +2.2% | +35.8% |
| 1Y | +63.9% | +88.7% | -24.8% | +47.9% |
| 3Y | +104.4% | -30.9% | +135.2% | +103.7% |
| 5Y | +111.4% | +57.7% | +53.7% | +75.6% |
| 10Y | +361.7% | -39.3% | +400.9% | +244.6% |
| All | +11,254.3% | -40.2% | +11,294.5% | +7,034.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling