+101.3%
CSCO vs RKT
+92.6%
+8.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | -4.7% | +4.6% | -9.3% | -4.9% |
| 30D | -17.1% | +25.9% | -43.0% | -17.9% |
| 3M | -19.6% | +5.0% | -24.6% | -19.8% |
| 6M | +2.4% | -7.9% | +10.3% | +2.6% |
| YTD | +29.8% | -25.4% | +55.1% | +31.0% |
| 1Y | +38.7% | -15.4% | +54.1% | +39.2% |
| 3Y | +101.3% | +83.3% | +18.0% | +80.3% |
| All | +101.3% | +92.6% | +8.8% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling