+113.3%
CSCO vs ROL
-3.8%
+117.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.7% | -1.4% | +0.8% | -0.4% |
| 30D | -10.1% | -4.1% | -6.0% | -9.4% |
| 3M | -15.7% | -22.5% | +6.8% | -11.2% |
| 6M | +36.3% | -37.7% | +73.9% | +51.2% |
| YTD | +43.8% | -39.6% | +83.4% | +61.6% |
| 1Y | +63.9% | -36.0% | +100.0% | +81.2% |
| 3Y | +104.4% | -5.1% | +109.5% | +103.8% |
| All | +113.3% | -3.8% | +117.1% | +96.7% |
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