+118.1%
CSCO vs ONON
-23.0%
+141.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.5% | +0.3% |
| 7D | -0.5% | -1.7% | +1.1% | -0.3% |
| 30D | -10.1% | -27.4% | +17.3% | -7.1% |
| 3M | -11.7% | -26.5% | +14.8% | -9.1% |
| 6M | +40.1% | -34.2% | +74.3% | +45.6% |
| YTD | +43.8% | -41.3% | +85.1% | +51.3% |
| 1Y | +66.6% | -39.7% | +106.3% | +74.1% |
| 3Y | +108.5% | -7.8% | +116.4% | +104.9% |
| All | +118.1% | -23.0% | +141.1% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling