+132.6%
CSCO vs DOCN
+88.7%
+44.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.0% | -2.9% | +4.4% |
| 7D | -2.9% | -12.8% | +9.9% | -1.7% |
| 30D | -16.7% | -41.9% | +25.2% | -12.7% |
| 3M | -18.4% | -36.9% | +18.5% | -15.5% |
| 6M | +2.9% | -52.2% | +55.2% | +8.5% |
| YTD | +30.4% | +62.7% | -32.3% | +21.9% |
| 1Y | +41.4% | +58.2% | -16.9% | +32.3% |
| 3Y | +104.7% | +219.5% | -114.8% | +76.6% |
| 5Y | +96.9% | -32.9% | +129.8% | +72.3% |
| All | +132.6% | +88.7% | +44.0% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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