+45.9%
CSCO vs ONON
+8.5%
+37.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.2% |
| 7D | -6.1% | +20.9% | -27.0% | -7.6% |
| 30D | -8.2% | +21.1% | -29.3% | -9.7% |
| 3M | -14.6% | +2.7% | -17.2% | -14.5% |
| 6M | +12.7% | +12.6% | +0.1% | +10.8% |
| YTD | +37.0% | -16.9% | +53.9% | +40.2% |
| 1Y | +45.9% | +6.7% | +39.2% | +41.1% |
| All | +45.9% | +8.5% | +37.4% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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