+377.3%
CSCO vs ON
+564.6%
-187.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | 0.0% | -1.9% | +1.9% | +0.3% |
| 30D | -10.7% | -11.0% | +0.3% | -8.5% |
| 3M | -8.7% | -39.3% | +30.6% | 0.0% |
| 6M | +44.9% | +19.8% | +25.1% | +36.1% |
| YTD | +44.1% | +31.1% | +13.1% | +32.1% |
| 1Y | +65.9% | +46.0% | +19.9% | +47.4% |
| 3Y | +109.0% | -27.5% | +136.5% | +104.2% |
| 5Y | +114.8% | +56.9% | +57.9% | +63.1% |
| 10Y | +377.3% | +591.8% | -214.5% | +138.6% |
| All | +377.3% | +564.6% | -187.3% | +138.6% |
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