+189,363.8%
CSCO vs ROL
+9,898.8%
+179,464.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.1% |
| 7D | -10.2% | +9.5% | -19.7% | -13.6% |
| 30D | -20.1% | +22.9% | -43.0% | -27.0% |
| 3M | -22.4% | +3.5% | -25.9% | -24.2% |
| 6M | +2.8% | -29.4% | +32.2% | +16.4% |
| YTD | +23.6% | -36.1% | +59.7% | +45.8% |
| 1Y | +34.0% | -34.4% | +68.4% | +56.1% |
| 3Y | +89.3% | +4.0% | +85.2% | +77.7% |
| 5Y | +87.9% | +13.2% | +74.6% | +65.4% |
| 10Y | +314.9% | +219.7% | +95.2% | +120.7% |
| All | +189,363.8% | +9,898.8% | +179,464.9% | +21,842.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling