+108.5%
CSCO vs OMC
+12.9%
+95.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -0.5% | -5.8% | +5.2% | +0.2% |
| 30D | -10.1% | -4.8% | -5.3% | -9.6% |
| 3M | -11.7% | +9.2% | -21.0% | -13.4% |
| 6M | +40.1% | -2.5% | +42.6% | +40.2% |
| YTD | +43.8% | +2.6% | +41.2% | +42.1% |
| 1Y | +66.6% | +5.9% | +60.7% | +62.9% |
| 3Y | +108.5% | +14.2% | +94.3% | +90.6% |
| All | +108.5% | +12.9% | +95.6% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling