+321.5%
CSCO vs ROL
+222.1%
+99.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.5% |
| 7D | -2.9% | +7.5% | -10.4% | -5.1% |
| 30D | -16.7% | +21.1% | -37.8% | -21.8% |
| 3M | -18.4% | +3.1% | -21.6% | -19.6% |
| 6M | +2.9% | -27.4% | +30.4% | +13.5% |
| YTD | +30.4% | -34.7% | +65.2% | +49.5% |
| 1Y | +41.4% | -32.9% | +74.3% | +60.3% |
| 3Y | +104.7% | +6.1% | +98.5% | +92.6% |
| 5Y | +96.9% | +16.3% | +80.6% | +73.7% |
| 10Y | +321.5% | +214.9% | +106.6% | +145.8% |
| All | +321.5% | +222.1% | +99.4% | +145.8% |
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