+97.5%
CSCO vs ROP
-5.1%
+102.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.7% | -6.3% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | -15.8% | +28.8% | -44.6% | -19.5% |
| 3M | -15.4% | +21.1% | -36.4% | -18.1% |
| 6M | -5.4% | +52.5% | -57.9% | -14.6% |
| YTD | +26.5% | +8.9% | +17.6% | +28.1% |
| 1Y | +25.9% | +8.2% | +17.7% | +27.8% |
| 3Y | +97.5% | -5.2% | +102.7% | +119.4% |
| All | +97.5% | -5.1% | +102.6% | +119.4% |
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