+126.0%
CSCO vs ON
+179.8%
-53.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.7% | -4.1% | -0.6% | -3.8% |
| 30D | -17.1% | -10.2% | -6.9% | -15.2% |
| 3M | -19.6% | -12.7% | -6.9% | -17.5% |
| 6M | +2.4% | -32.5% | +35.0% | +9.0% |
| YTD | +29.8% | +28.6% | +1.2% | +19.0% |
| 1Y | +38.7% | +43.4% | -4.7% | +23.9% |
| 3Y | +101.3% | +3.3% | +98.0% | +82.6% |
| 5Y | +94.8% | +22.5% | +72.3% | +61.1% |
| 10Y | +324.2% | +535.7% | -211.5% | +121.7% |
| All | +126.0% | +179.8% | -53.8% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling