+198,812.9%
CSCO vs ROK
+15,439.7%
+183,373.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.3% |
| 7D | -4.7% | -11.0% | +6.3% | -0.2% |
| 30D | -17.1% | -8.2% | -8.9% | -14.3% |
| 3M | -19.6% | -8.5% | -11.1% | -16.8% |
| 6M | +2.4% | -12.0% | +14.4% | +7.1% |
| YTD | +29.8% | +3.1% | +26.7% | +26.3% |
| 1Y | +38.7% | +2.9% | +35.8% | +34.8% |
| 3Y | +101.3% | +60.7% | +40.7% | +56.4% |
| 5Y | +94.8% | +29.5% | +65.3% | +60.3% |
| 10Y | +324.2% | +262.6% | +61.6% | +114.1% |
| All | +198,812.9% | +15,439.7% | +183,373.2% | +18,471.7% |
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