+193,726.0%
CSCO vs ROST
+92,573.3%
+101,152.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.7% |
| 7D | +1.9% | +0.3% | +1.7% | +1.9% |
| 30D | -15.8% | +0.5% | -16.3% | -15.9% |
| 3M | -15.4% | -5.2% | -10.1% | -14.4% |
| 6M | -5.4% | +9.8% | -15.2% | -7.9% |
| YTD | +26.5% | +29.4% | -2.9% | +18.1% |
| 1Y | +25.9% | +44.4% | -18.5% | +14.4% |
| 3Y | +97.5% | +95.0% | +2.5% | +65.8% |
| 5Y | +93.0% | +111.9% | -18.8% | +55.2% |
| 10Y | +308.6% | +301.2% | +7.4% | +173.7% |
| All | +193,726.0% | +92,573.3% | +101,152.7% | +41,344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling