+65.9%
CSCO vs OMC
+2.6%
+63.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.2% |
| 7D | 0.0% | -4.2% | +4.2% | -0.1% |
| 30D | -10.7% | -7.5% | -3.2% | -10.9% |
| 3M | -8.7% | +4.6% | -13.4% | -8.9% |
| 6M | +44.9% | -4.8% | +49.7% | +45.0% |
| YTD | +44.1% | -1.0% | +45.2% | +42.4% |
| 1Y | +65.9% | +3.8% | +62.0% | +64.3% |
| All | +65.9% | +2.6% | +63.2% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling