+377.3%
CSCO vs ROK
+343.9%
+33.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -10.7% | -1.8% | -8.9% | -10.1% |
| 3M | -8.7% | -7.2% | -1.6% | -6.7% |
| 6M | +44.9% | +14.2% | +30.8% | +36.5% |
| YTD | +44.1% | +10.6% | +33.6% | +37.1% |
| 1Y | +65.9% | +25.9% | +40.0% | +49.8% |
| 3Y | +109.0% | +50.8% | +58.2% | +69.6% |
| 5Y | +114.8% | +47.0% | +67.7% | +70.9% |
| 10Y | +377.3% | +354.9% | +22.4% | +132.9% |
| All | +377.3% | +343.9% | +33.4% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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