+377.3%
CSCO vs OMC
+29.9%
+347.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.4% |
| 7D | 0.0% | -4.2% | +4.2% | +1.3% |
| 30D | -10.7% | -7.5% | -3.2% | -8.7% |
| 3M | -8.7% | +4.6% | -13.4% | -11.0% |
| 6M | +44.9% | -4.8% | +49.7% | +45.5% |
| YTD | +44.1% | -1.0% | +45.2% | +41.4% |
| 1Y | +65.9% | +3.8% | +62.0% | +58.6% |
| 3Y | +109.0% | +10.2% | +98.8% | +90.3% |
| 5Y | +114.8% | +29.7% | +85.0% | +77.0% |
| 10Y | +377.3% | +32.3% | +345.0% | +257.1% |
| All | +377.3% | +29.9% | +347.5% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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