+366.8%
CSCO vs ROL
+203.4%
+163.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.8% |
| 7D | -0.5% | -3.4% | +2.9% | +0.6% |
| 30D | -10.1% | -6.9% | -3.2% | -8.0% |
| 3M | -11.7% | -24.6% | +12.9% | -3.6% |
| 6M | +40.1% | -39.5% | +79.6% | +64.8% |
| YTD | +43.8% | -41.1% | +84.9% | +71.1% |
| 1Y | +66.6% | -37.9% | +104.5% | +93.8% |
| 3Y | +108.5% | +0.8% | +107.7% | +99.1% |
| 5Y | +114.0% | -4.7% | +118.6% | +103.0% |
| 10Y | +366.8% | +207.9% | +158.9% | +172.5% |
| All | +366.8% | +203.4% | +163.4% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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