+66.6%
CSCO vs O
+9.0%
+57.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | -0.2% |
| 7D | -0.5% | -0.6% | 0.0% | -0.7% |
| 30D | -10.1% | -2.0% | -8.1% | -10.7% |
| 3M | -11.7% | +3.0% | -14.7% | -11.0% |
| 6M | +40.1% | -3.6% | +43.7% | +40.0% |
| YTD | +43.8% | +12.1% | +31.7% | +46.4% |
| 1Y | +66.6% | +8.9% | +57.7% | +70.3% |
| All | +66.6% | +9.0% | +57.6% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling