+101.3%
CSCO vs ROIV
+379.0%
-277.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -4.7% | +14.3% | -19.0% | -6.2% |
| 30D | -17.1% | +16.2% | -33.3% | -18.6% |
| 3M | -19.6% | +15.1% | -34.7% | -21.2% |
| 6M | +2.4% | +44.2% | -41.8% | -2.6% |
| YTD | +29.8% | +89.8% | -60.0% | +18.5% |
| 1Y | +38.7% | +94.6% | -55.9% | +26.0% |
| 3Y | +101.3% | +367.5% | -266.2% | +51.5% |
| All | +101.3% | +379.0% | -277.6% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling