+113.3%
CSCO vs ROP
-13.6%
+126.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.8% |
| 7D | -0.7% | -4.4% | +3.8% | +0.8% |
| 30D | -10.1% | +3.2% | -13.4% | -11.3% |
| 3M | -15.7% | +23.1% | -38.7% | -22.7% |
| 6M | +36.3% | +13.3% | +23.0% | +28.7% |
| YTD | +43.8% | -7.9% | +51.7% | +48.5% |
| 1Y | +63.9% | -22.1% | +86.0% | +83.7% |
| 3Y | +104.4% | -16.8% | +121.2% | +119.3% |
| All | +113.3% | -13.6% | +126.9% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling