+120.5%
CSCO vs DOCN
+74.7%
+45.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.2% |
| 7D | -10.2% | -19.2% | +9.0% | -8.5% |
| 30D | -20.1% | -43.1% | +23.0% | -16.1% |
| 3M | -22.4% | -40.7% | +18.3% | -19.1% |
| 6M | +2.8% | -55.0% | +57.8% | +9.0% |
| YTD | +23.6% | +50.6% | -27.0% | +16.4% |
| 1Y | +34.0% | +54.0% | -19.9% | +25.8% |
| 3Y | +89.3% | +203.9% | -114.6% | +64.1% |
| 5Y | +87.9% | -29.4% | +117.2% | +65.7% |
| All | +120.5% | +74.7% | +45.8% | +97.9% |
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