+89.3%
CSCO vs ROL
+3.8%
+85.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -10.2% | +9.5% | -19.7% | -11.0% |
| 30D | -20.1% | +22.9% | -43.0% | -22.0% |
| 3M | -22.4% | +3.5% | -25.9% | -22.4% |
| 6M | +2.8% | -29.4% | +32.2% | +10.6% |
| YTD | +23.6% | -36.1% | +59.7% | +37.6% |
| 1Y | +34.0% | -34.4% | +68.4% | +48.3% |
| 3Y | +89.3% | +4.0% | +85.2% | +109.2% |
| All | +89.3% | +3.8% | +85.4% | +109.2% |
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