+97.5%
CSCO vs ROL
+5.9%
+91.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.6% | -8.8% | -6.5% |
| 7D | +1.9% | +3.0% | -1.1% | +1.6% |
| 30D | -15.8% | +19.8% | -35.6% | -17.5% |
| 3M | -15.4% | +7.9% | -23.3% | -15.8% |
| 6M | -5.4% | -25.6% | +20.2% | +0.9% |
| YTD | +26.5% | -34.1% | +60.6% | +40.3% |
| 1Y | +25.9% | -31.4% | +57.3% | +38.5% |
| 3Y | +97.5% | +4.7% | +92.9% | +122.2% |
| All | +97.5% | +5.9% | +91.7% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling