+101.3%
CSCO vs ROST
+100.4%
+1.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.7% | +3.2% | -7.9% | -5.3% |
| 30D | -17.1% | +7.4% | -24.5% | -18.5% |
| 3M | -19.6% | -6.1% | -13.6% | -18.4% |
| 6M | +2.4% | +6.2% | -3.8% | +0.3% |
| YTD | +29.8% | +33.4% | -3.7% | +18.5% |
| 1Y | +38.7% | +48.8% | -10.1% | +22.3% |
| 3Y | +101.3% | +99.5% | +1.8% | +54.9% |
| All | +101.3% | +100.4% | +1.0% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling