+65.9%
CSCO vs ROST
+51.1%
+14.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -10.7% | -11.4% | +0.7% | -9.4% |
| 3M | -8.7% | -1.6% | -7.1% | -8.5% |
| 6M | +44.9% | +6.8% | +38.1% | +42.7% |
| YTD | +44.1% | +25.8% | +18.3% | +39.2% |
| 1Y | +65.9% | +52.4% | +13.5% | +57.5% |
| All | +65.9% | +51.1% | +14.7% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling