+168.1%
CSCO vs ROIV
+298.6%
-130.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.6% |
| 7D | -2.8% | +9.5% | -12.2% | -3.3% |
| 30D | -12.6% | +21.0% | -33.6% | -13.7% |
| 3M | -16.0% | +18.7% | -34.7% | -17.1% |
| 6M | +2.8% | +44.5% | -41.7% | +0.2% |
| YTD | +33.2% | +92.9% | -59.6% | +27.3% |
| 1Y | +43.1% | +100.2% | -57.1% | +36.4% |
| 3Y | +106.7% | +375.0% | -268.3% | +86.7% |
| 5Y | +103.6% | +435.2% | -331.6% | +72.6% |
| All | +168.1% | +298.6% | -130.5% | +129.0% |
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