+125.5%
CSCO vs DOCN
+108.0%
+17.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.2% | -2.1% | -5.8% |
| 7D | +1.9% | +19.1% | -17.2% | +0.2% |
| 30D | -15.8% | -21.0% | +5.2% | -14.2% |
| 3M | -15.4% | -34.7% | +19.4% | -12.7% |
| 6M | -5.4% | -45.8% | +40.4% | -1.4% |
| YTD | +26.5% | +79.4% | -52.9% | +17.1% |
| 1Y | +25.9% | +91.0% | -65.1% | +15.9% |
| 3Y | +97.5% | +237.5% | -139.9% | +69.4% |
| 5Y | +93.0% | -30.4% | +123.4% | +67.1% |
| All | +125.5% | +108.0% | +17.5% | +99.1% |
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