+151.3%
CSCO vs RKT
-4.5%
+155.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -2.8% | -3.8% | +1.0% | -2.5% |
| 30D | -12.6% | +32.8% | -45.5% | -14.2% |
| 3M | -16.0% | +0.8% | -16.8% | -16.2% |
| 6M | +2.8% | -2.6% | +5.5% | +2.5% |
| YTD | +33.2% | -25.4% | +58.6% | +34.5% |
| 1Y | +43.1% | -19.1% | +62.2% | +43.7% |
| 3Y | +106.7% | +83.2% | +23.5% | +92.7% |
| 5Y | +103.6% | +0.8% | +102.7% | +90.8% |
| All | +151.3% | -4.5% | +155.8% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling