+66.6%
CSCO vs ROIV
+221.6%
-154.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.8% | -18.8% | -1.4% |
| 7D | -0.5% | +20.2% | -20.7% | -2.0% |
| 30D | -10.1% | +14.1% | -24.2% | -11.1% |
| 3M | -11.7% | +45.6% | -57.3% | -14.2% |
| 6M | +40.1% | +44.1% | -4.0% | +35.8% |
| YTD | +43.8% | +91.2% | -47.4% | +36.2% |
| 1Y | +66.6% | +221.3% | -154.7% | +49.4% |
| All | +66.6% | +221.6% | -154.9% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling