+107.2%
CSCO vs DOC
-22.8%
+130.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.1% |
| 7D | -6.1% | +8.7% | -14.8% | -7.8% |
| 30D | -8.2% | +7.6% | -15.8% | -9.8% |
| 3M | -14.9% | -5.3% | -9.6% | -14.0% |
| 6M | +12.3% | +27.6% | -15.3% | +4.6% |
| YTD | +36.5% | +32.4% | +4.1% | +25.4% |
| 1Y | +45.4% | +22.9% | +22.5% | +36.3% |
| 3Y | +110.0% | +43.1% | +66.9% | +82.3% |
| 5Y | +107.2% | -21.4% | +128.6% | +134.4% |
| All | +107.2% | -22.8% | +130.0% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling