+189.4%
CSCO vs ROIV
+232.7%
-43.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -0.7% | +0.6% | -1.3% | -0.7% |
| 30D | -10.1% | +1.0% | -11.1% | -10.2% |
| 3M | -15.7% | +18.3% | -34.0% | -16.6% |
| 6M | +36.3% | +18.3% | +17.9% | +34.6% |
| YTD | +43.8% | +61.0% | -17.1% | +39.2% |
| 1Y | +63.9% | +177.9% | -113.9% | +53.5% |
| 3Y | +104.4% | +199.1% | -94.7% | +88.8% |
| 5Y | +111.4% | +250.7% | -139.4% | +84.0% |
| All | +189.4% | +232.7% | -43.3% | +150.4% |
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 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