+114.8%
CSCO vs ROST
+108.0%
+6.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | -10.7% | -11.4% | +0.7% | -8.0% |
| 3M | -8.7% | -1.6% | -7.1% | -8.6% |
| 6M | +44.9% | +6.8% | +38.1% | +41.6% |
| YTD | +44.1% | +25.8% | +18.3% | +34.7% |
| 1Y | +65.9% | +52.4% | +13.5% | +47.0% |
| 3Y | +109.0% | +94.4% | +14.6% | +72.2% |
| 5Y | +114.8% | +108.2% | +6.5% | +69.7% |
| All | +114.8% | +108.0% | +6.7% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling