+150.5%
CSCO vs ON
+199.0%
-48.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.3% |
| 7D | -0.7% | +2.4% | -3.1% | -1.2% |
| 30D | -10.1% | -3.3% | -6.8% | -9.5% |
| 3M | -15.7% | -43.6% | +27.9% | -6.0% |
| 6M | +36.3% | +19.0% | +17.3% | +28.1% |
| YTD | +43.8% | +37.4% | +6.5% | +30.5% |
| 1Y | +63.9% | +54.8% | +9.2% | +43.9% |
| 3Y | +104.4% | -25.2% | +129.5% | +97.9% |
| 5Y | +111.4% | +62.7% | +48.6% | +64.0% |
| 10Y | +361.7% | +574.3% | -212.7% | +138.8% |
| All | +150.5% | +199.0% | -48.6% | -2.8% |
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 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