+220,352.3%
CSCO vs DOC
+3,255.7%
+217,096.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.1% |
| 7D | -0.7% | -1.5% | +0.8% | -0.2% |
| 30D | -10.1% | -4.8% | -5.4% | -8.8% |
| 3M | -15.7% | +6.9% | -22.6% | -17.8% |
| 6M | +36.3% | +20.7% | +15.5% | +26.5% |
| YTD | +43.8% | +34.1% | +9.7% | +28.8% |
| 1Y | +63.9% | +22.6% | +41.3% | +50.6% |
| 3Y | +104.4% | +20.8% | +83.5% | +84.9% |
| 5Y | +111.4% | -24.9% | +136.2% | +122.0% |
| 10Y | +361.7% | -1.8% | +363.5% | +317.0% |
| All | +220,352.3% | +3,255.7% | +217,096.6% | +55,889.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling