+377.3%
CSCO vs ROST
+299.2%
+78.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | 0.0% | -2.2% | +2.2% | +0.6% |
| 30D | -10.7% | -11.4% | +0.7% | -7.5% |
| 3M | -8.7% | -1.6% | -7.1% | -8.6% |
| 6M | +44.9% | +6.8% | +38.1% | +41.0% |
| YTD | +44.1% | +25.8% | +18.3% | +33.2% |
| 1Y | +65.9% | +52.4% | +13.5% | +44.1% |
| 3Y | +109.0% | +94.4% | +14.6% | +66.5% |
| 5Y | +114.8% | +108.2% | +6.5% | +62.8% |
| 10Y | +377.3% | +308.5% | +68.8% | +193.6% |
| All | +377.3% | +299.2% | +78.2% | +193.6% |
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