+319.3%
CSCO vs ROL
+214.1%
+105.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.7% | +3.4% | -8.1% | -5.7% |
| 30D | -17.1% | +20.8% | -37.9% | -22.1% |
| 3M | -19.6% | +3.7% | -23.3% | -20.9% |
| 6M | +2.4% | -27.7% | +30.1% | +13.1% |
| YTD | +29.8% | -34.9% | +64.7% | +48.9% |
| 1Y | +38.7% | -33.3% | +72.0% | +57.5% |
| 3Y | +101.3% | +4.3% | +97.0% | +90.7% |
| 5Y | +94.8% | +15.0% | +79.9% | +72.7% |
| All | +319.3% | +214.1% | +105.3% | +145.4% |
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