+335.7%
CSCO vs ON
+557.7%
-222.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +6.6% | +17.0% | -10.4% | +2.9% |
| 30D | -11.3% | -3.9% | -7.5% | -10.7% |
| 3M | -17.3% | -11.5% | -5.8% | -15.5% |
| 6M | +3.5% | -29.2% | +32.7% | +9.0% |
| YTD | +34.9% | +36.2% | -1.3% | +22.1% |
| 1Y | +40.5% | +49.6% | -9.2% | +24.3% |
| 3Y | +109.3% | +9.4% | +99.8% | +86.5% |
| 5Y | +105.9% | +25.8% | +80.1% | +66.0% |
| All | +335.7% | +557.7% | -222.0% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling