+366.8%
CSCO vs ROP
+134.1%
+232.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +1.4% |
| 7D | -0.5% | -5.4% | +4.9% | +2.2% |
| 30D | -10.1% | -1.6% | -8.5% | -9.6% |
| 3M | -11.7% | +18.8% | -30.6% | -20.5% |
| 6M | +40.1% | +8.2% | +31.9% | +32.0% |
| YTD | +43.8% | -10.5% | +54.3% | +49.3% |
| 1Y | +66.6% | -23.7% | +90.4% | +89.1% |
| 3Y | +108.5% | -17.9% | +126.4% | +123.6% |
| 5Y | +114.0% | -15.3% | +129.3% | +121.6% |
| 10Y | +366.8% | +133.4% | +233.4% | +173.1% |
| All | +366.8% | +134.1% | +232.7% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling