+199,826.1%
CSCO vs ROL
+10,107.0%
+189,719.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.3% |
| 7D | -2.9% | +7.5% | -10.4% | -5.8% |
| 30D | -16.7% | +21.1% | -37.8% | -23.3% |
| 3M | -18.4% | +3.1% | -21.6% | -20.2% |
| 6M | +2.9% | -27.4% | +30.4% | +15.3% |
| YTD | +30.4% | -34.7% | +65.2% | +52.6% |
| 1Y | +41.4% | -32.9% | +74.3% | +63.2% |
| 3Y | +104.7% | +6.1% | +98.5% | +90.6% |
| 5Y | +96.9% | +16.3% | +80.6% | +71.5% |
| 10Y | +321.5% | +214.9% | +106.6% | +125.9% |
| All | +199,826.1% | +10,107.0% | +189,719.1% | +22,866.6% |
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