+156.5%
CSCO vs DOCN
+171.0%
-14.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.3% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | -10.1% | -9.6% | -0.5% | -9.4% |
| 3M | -15.7% | -37.7% | +22.0% | -12.7% |
| 6M | +36.3% | +115.2% | -78.9% | +25.2% |
| YTD | +43.8% | +133.7% | -89.9% | +30.8% |
| 1Y | +63.9% | +250.2% | -186.2% | +43.2% |
| 3Y | +104.4% | +320.3% | -215.9% | +72.2% |
| 5Y | +111.4% | +53.1% | +58.2% | +80.4% |
| All | +156.5% | +171.0% | -14.5% | +122.4% |
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