+193,725.9%
CSCO vs OMC
+7,175.6%
+186,550.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.6% | -6.9% |
| 7D | +1.9% | +1.9% | 0.0% | +1.0% |
| 30D | -15.8% | +12.2% | -28.0% | -20.7% |
| 3M | -15.4% | +0.6% | -16.0% | -16.5% |
| 6M | -5.4% | +21.0% | -26.4% | -15.7% |
| YTD | +26.5% | +12.4% | +14.1% | +14.6% |
| 1Y | +25.9% | +25.4% | +0.5% | +7.5% |
| 3Y | +97.5% | +29.2% | +68.4% | +60.3% |
| 5Y | +93.0% | +52.6% | +40.4% | +38.9% |
| 10Y | +308.6% | +53.6% | +255.0% | +172.6% |
| All | +193,725.9% | +7,175.6% | +186,550.3% | +30,388.6% |
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 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