+114.0%
CSCO vs ROK
+46.6%
+67.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -0.5% | +2.8% | -3.3% | -1.3% |
| 30D | -10.1% | -2.4% | -7.7% | -9.5% |
| 3M | -11.7% | -4.7% | -7.0% | -10.8% |
| 6M | +40.1% | +16.8% | +23.3% | +32.6% |
| YTD | +43.8% | +11.4% | +32.4% | +38.0% |
| 1Y | +66.6% | +26.2% | +40.4% | +53.6% |
| 3Y | +108.5% | +51.9% | +56.7% | +76.4% |
| 5Y | +114.0% | +46.4% | +67.6% | +80.1% |
| All | +114.0% | +46.6% | +67.3% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling