+10,197.1%
CSCO vs RIG
-47.2%
+10,244.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.5% | +5.3% |
| 7D | -2.9% | -17.0% | +14.1% | -0.5% |
| 30D | -16.7% | -6.2% | -10.5% | -16.1% |
| 3M | -18.4% | -1.7% | -16.7% | -18.7% |
| 6M | +2.9% | -19.2% | +22.2% | +5.1% |
| YTD | +30.4% | +25.2% | +5.3% | +24.7% |
| 1Y | +41.4% | +29.9% | +11.5% | +34.3% |
| 3Y | +104.7% | -21.3% | +126.0% | +100.0% |
| 5Y | +96.9% | +40.5% | +56.5% | +66.4% |
| 10Y | +321.5% | -49.6% | +371.0% | +223.9% |
| All | +10,197.1% | -47.2% | +10,244.3% | +6,452.2% |
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 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