+148.7%
CSCO vs ROIV
+270.3%
-121.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -22.4% | +10.7% | -33.1% | -23.0% |
| 6M | +2.8% | +34.9% | -32.1% | +0.6% |
| YTD | +23.6% | +79.2% | -55.6% | +18.7% |
| 1Y | +34.0% | +89.0% | -55.0% | +28.2% |
| 3Y | +89.3% | +337.3% | -248.1% | +71.8% |
| 5Y | +87.9% | +402.3% | -314.5% | +59.9% |
| All | +148.7% | +270.3% | -121.6% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling