+114.0%
CSCO vs RKT
-8.7%
+122.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -0.5% | +6.0% | -6.5% | -1.1% |
| 30D | -10.1% | +0.7% | -10.8% | -10.3% |
| 3M | -11.7% | +11.8% | -23.6% | -13.2% |
| 6M | +40.1% | -7.6% | +47.7% | +39.9% |
| YTD | +43.8% | -28.7% | +72.5% | +46.7% |
| 1Y | +66.6% | -32.6% | +99.2% | +70.4% |
| 3Y | +108.5% | +42.1% | +66.4% | +87.1% |
| 5Y | +114.0% | -7.2% | +121.1% | +97.6% |
| All | +114.0% | -8.7% | +122.6% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling