+45.9%
CSCO vs ON
+41.6%
+4.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | -6.1% | -5.8% | -0.3% | -4.9% |
| 30D | -8.2% | -17.1% | +8.9% | -4.9% |
| 3M | -14.6% | -11.8% | -2.8% | -12.8% |
| 6M | +12.7% | -30.2% | +42.9% | +19.1% |
| YTD | +37.0% | +31.6% | +5.4% | +33.2% |
| 1Y | +45.9% | +47.6% | -1.6% | +39.8% |
| All | +45.9% | +41.6% | +4.3% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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