+61.0%
CSCO vs ONON
-39.4%
+100.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -1.1% | -5.3% | +4.2% | -0.6% |
| 30D | -10.8% | -13.1% | +2.3% | -9.7% |
| 3M | -9.2% | -29.3% | +20.1% | -6.4% |
| 6M | +39.5% | -34.5% | +74.1% | +44.4% |
| YTD | +41.5% | -42.2% | +83.7% | +48.5% |
| 1Y | +61.0% | -37.3% | +98.3% | +64.9% |
| All | +61.0% | -39.4% | +100.4% | +64.9% |
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