+124.9%
CSCO vs DOCN
+70.4%
+54.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -15.9% | +8.2% | -6.1% |
| 7D | -11.9% | -29.3% | +17.4% | -9.0% |
| 30D | -18.8% | -46.0% | +27.2% | -14.4% |
| 3M | -21.2% | -43.2% | +22.0% | -17.6% |
| 6M | +1.9% | -53.7% | +55.6% | +7.8% |
| YTD | +26.1% | +46.9% | -20.8% | +19.0% |
| 1Y | +34.7% | +54.3% | -19.6% | +26.4% |
| 3Y | +94.0% | +185.5% | -91.5% | +69.2% |
| 5Y | +91.6% | -31.1% | +122.7% | +69.4% |
| All | +124.9% | +70.4% | +54.5% | +102.3% |
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