+143.4%
CSCO vs DOCN
+102.5%
+40.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +1.3% |
| 7D | -6.1% | -20.0% | +14.0% | -4.2% |
| 30D | -8.2% | -38.8% | +30.6% | -4.3% |
| 3M | -14.9% | -34.8% | +19.9% | -12.1% |
| 6M | +12.3% | -22.8% | +35.1% | +12.9% |
| YTD | +36.5% | +74.6% | -38.1% | +26.8% |
| 1Y | +45.4% | +116.4% | -71.1% | +32.2% |
| 3Y | +110.0% | +239.3% | -129.3% | +80.2% |
| 5Y | +107.2% | -20.2% | +127.4% | +80.3% |
| All | +143.4% | +102.5% | +40.9% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling