+161.1%
CSCO vs ROIV
+292.3%
-131.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -4.7% | +14.3% | -19.0% | -5.5% |
| 30D | -17.1% | +16.2% | -33.3% | -17.9% |
| 3M | -19.6% | +15.1% | -34.7% | -20.5% |
| 6M | +2.4% | +44.2% | -41.8% | -0.2% |
| YTD | +29.8% | +89.8% | -60.0% | +24.2% |
| 1Y | +38.7% | +94.6% | -55.9% | +32.4% |
| 3Y | +101.3% | +367.5% | -266.2% | +82.0% |
| 5Y | +94.8% | +421.4% | -326.6% | +65.3% |
| All | +161.1% | +292.3% | -131.2% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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