+220,352.3%
CSCO vs ROK
+16,873.7%
+203,478.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | 0.0% |
| 7D | -0.7% | +0.7% | -1.3% | -1.0% |
| 30D | -10.1% | -3.3% | -6.8% | -8.9% |
| 3M | -15.7% | -5.9% | -9.8% | -14.0% |
| 6M | +36.3% | +13.9% | +22.4% | +27.8% |
| YTD | +43.8% | +12.6% | +31.3% | +35.3% |
| 1Y | +63.9% | +28.6% | +35.3% | +45.5% |
| 3Y | +104.4% | +45.1% | +59.2% | +65.8% |
| 5Y | +111.4% | +45.6% | +65.8% | +65.8% |
| 10Y | +361.7% | +345.0% | +16.6% | +113.8% |
| All | +220,352.3% | +16,873.7% | +203,478.5% | +19,792.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling