+149.7%
CSCO vs ROIV
+270.3%
-120.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.1% | -2.3% |
| 7D | -10.2% | +5.3% | -15.5% | -10.5% |
| 30D | -20.1% | +11.9% | -31.9% | -20.6% |
| 3M | -22.1% | +10.7% | -32.8% | -22.7% |
| 6M | +3.2% | +34.9% | -31.7% | +1.0% |
| YTD | +24.1% | +79.2% | -55.1% | +19.2% |
| 1Y | +34.6% | +89.0% | -54.5% | +28.7% |
| 3Y | +90.0% | +337.3% | -247.4% | +72.5% |
| 5Y | +88.6% | +402.3% | -313.7% | +60.5% |
| All | +149.7% | +270.3% | -120.6% | +114.3% |
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