+97.5%
CSCO vs ONON
+24.8%
+72.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -6.5% |
| 7D | +1.9% | -10.0% | +11.9% | +3.2% |
| 30D | -15.8% | -5.3% | -10.6% | -15.4% |
| 3M | -15.4% | +6.5% | -21.8% | -16.2% |
| 6M | -5.4% | -5.0% | -0.4% | -5.5% |
| YTD | +26.5% | -27.6% | +54.1% | +30.6% |
| 1Y | +25.9% | -20.7% | +46.6% | +28.2% |
| 3Y | +97.5% | +26.6% | +70.9% | +85.1% |
| All | +97.5% | +24.8% | +72.7% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling