+24,720.6%
CSCO vs ROP
+29,959.8%
-5,239.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.0% |
| 7D | -10.2% | +2.1% | -12.3% | -10.9% |
| 30D | -20.1% | +32.9% | -53.0% | -27.7% |
| 3M | -22.1% | +20.3% | -42.4% | -27.4% |
| 6M | +3.2% | +36.8% | -33.6% | -8.7% |
| YTD | +24.1% | +8.1% | +16.0% | +18.1% |
| 1Y | +34.6% | +8.3% | +26.3% | +28.0% |
| 3Y | +90.0% | -3.2% | +93.2% | +86.9% |
| 5Y | +88.6% | +1.7% | +86.9% | +81.5% |
| 10Y | +316.5% | +199.2% | +117.3% | +182.9% |
| All | +24,720.6% | +29,959.8% | -5,239.2% | +7,103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling