+220,352.3%
CSCO vs OMC
+6,662.8%
+213,689.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.7% |
| 7D | -0.7% | -6.4% | +5.7% | +2.3% |
| 30D | -10.1% | +1.1% | -11.2% | -11.1% |
| 3M | -15.7% | +10.4% | -26.1% | -20.6% |
| 6M | +36.3% | -1.7% | +38.0% | +34.8% |
| YTD | +43.8% | +4.4% | +39.4% | +36.0% |
| 1Y | +63.9% | +8.4% | +55.5% | +50.5% |
| 3Y | +104.4% | +14.4% | +90.0% | +77.0% |
| 5Y | +111.4% | +33.9% | +77.5% | +63.1% |
| 10Y | +361.7% | +34.9% | +326.8% | +231.1% |
| All | +220,352.3% | +6,662.8% | +213,689.5% | +36,078.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling