+108.1%
CSCO vs ROP
-15.8%
+124.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.3% |
| 7D | -0.7% | -4.4% | +3.8% | +0.3% |
| 30D | -10.1% | +3.2% | -13.4% | -10.9% |
| 3M | -15.7% | +23.1% | -38.7% | -20.7% |
| 6M | +36.3% | +13.3% | +23.0% | +31.3% |
| YTD | +43.8% | -7.9% | +51.7% | +49.6% |
| 1Y | +63.9% | -22.1% | +86.0% | +84.7% |
| All | +108.1% | -15.8% | +124.0% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling