+171.3%
CSCO vs RKT
-7.0%
+178.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | -0.7% | +2.1% | -2.8% | -0.8% |
| 30D | -10.1% | +1.4% | -11.6% | -10.3% |
| 3M | -15.7% | +6.3% | -22.0% | -16.3% |
| 6M | +36.3% | -15.5% | +51.7% | +36.9% |
| YTD | +43.8% | -27.4% | +71.2% | +45.6% |
| 1Y | +63.9% | -26.6% | +90.5% | +65.5% |
| 3Y | +104.4% | +41.2% | +63.1% | +93.7% |
| 5Y | +111.4% | -6.4% | +117.8% | +98.8% |
| All | +171.3% | -7.0% | +178.3% | +149.3% |
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