+312.9%
CSCO vs DOC
+14.9%
+298.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.2% | -7.4% | -7.5% |
| 7D | -11.9% | +6.2% | -18.1% | -13.3% |
| 30D | -18.8% | +6.5% | -25.3% | -20.3% |
| 3M | -21.2% | -6.2% | -15.0% | -20.0% |
| 6M | +1.9% | +25.6% | -23.7% | -5.7% |
| YTD | +26.1% | +32.1% | -6.0% | +14.6% |
| 1Y | +34.7% | +20.3% | +14.4% | +25.8% |
| 3Y | +94.0% | +42.7% | +51.3% | +68.3% |
| 5Y | +91.6% | -22.2% | +113.7% | +100.4% |
| All | +312.9% | +14.9% | +298.0% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling