+171.8%
CSCO vs RKT
-11.2%
+183.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.4% |
| 7D | 0.0% | -1.0% | +0.9% | 0.0% |
| 30D | -10.7% | -2.4% | -8.3% | -10.7% |
| 3M | -8.7% | +1.9% | -10.6% | -9.2% |
| 6M | +44.9% | -13.9% | +58.8% | +45.4% |
| YTD | +44.1% | -30.6% | +74.8% | +46.3% |
| 1Y | +65.9% | -34.4% | +100.2% | +68.6% |
| 3Y | +109.0% | +38.2% | +70.8% | +98.4% |
| 5Y | +114.8% | -9.7% | +124.4% | +102.5% |
| All | +171.8% | -11.2% | +183.0% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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