+220,352.3%
CSCO vs ROST
+91,999.3%
+128,353.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.7% | +0.9% | -1.6% | -0.9% |
| 30D | -10.1% | -8.9% | -1.2% | -8.2% |
| 3M | -15.7% | -0.8% | -14.9% | -15.7% |
| 6M | +36.3% | +8.5% | +27.8% | +33.0% |
| YTD | +43.8% | +28.6% | +15.2% | +34.6% |
| 1Y | +63.9% | +52.3% | +11.6% | +47.1% |
| 3Y | +104.4% | +94.8% | +9.5% | +71.6% |
| 5Y | +111.4% | +110.8% | +0.6% | +70.2% |
| 10Y | +361.7% | +304.5% | +57.1% | +208.9% |
| All | +220,352.3% | +91,999.3% | +128,353.0% | +47,147.3% |
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