+118.6%
CSCO vs ONON
-24.2%
+142.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | 0.0% | -3.5% | +3.4% | +0.4% |
| 30D | -10.7% | -30.8% | +20.1% | -7.2% |
| 3M | -8.7% | -29.8% | +21.1% | -5.5% |
| 6M | +44.9% | -34.8% | +79.7% | +50.8% |
| YTD | +44.1% | -42.3% | +86.4% | +51.9% |
| 1Y | +65.9% | -39.5% | +105.4% | +73.3% |
| 3Y | +109.0% | -9.3% | +118.3% | +105.8% |
| All | +118.6% | -24.2% | +142.8% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling