+335.7%
CSCO vs ROST
+310.3%
+25.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | +6.6% | +0.9% | +5.7% | +6.3% |
| 30D | -11.3% | +5.1% | -16.5% | -12.7% |
| 3M | -17.3% | -4.3% | -13.1% | -16.4% |
| 6M | +3.5% | +9.4% | -5.9% | +0.1% |
| YTD | +34.9% | +32.5% | +2.4% | +22.6% |
| 1Y | +40.5% | +46.9% | -6.4% | +23.5% |
| 3Y | +109.3% | +98.1% | +11.1% | +65.7% |
| 5Y | +105.9% | +116.9% | -11.1% | +54.3% |
| All | +335.7% | +310.3% | +25.4% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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