+88.1%
CSCO vs ROL
+13.1%
+75.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -10.2% | +9.5% | -19.7% | -11.7% |
| 30D | -20.1% | +22.9% | -43.0% | -23.4% |
| 3M | -22.4% | +3.5% | -25.9% | -22.9% |
| 6M | +2.8% | -29.4% | +32.2% | +11.4% |
| YTD | +23.6% | -36.1% | +59.7% | +38.1% |
| 1Y | +34.0% | -34.4% | +68.4% | +48.6% |
| 3Y | +89.3% | +4.0% | +85.2% | +83.9% |
| All | +88.1% | +13.1% | +75.0% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling