+244.8%
ORCL vs CSCO
+309.5%
-64.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.9% |
| 7D | -11.2% | -10.2% | -1.0% | -5.5% |
| 30D | -18.8% | -20.1% | +1.2% | -7.9% |
| 3M | -18.8% | -22.1% | +3.3% | -7.0% |
| 6M | -39.7% | +3.2% | -42.9% | -41.6% |
| YTD | -39.6% | +24.1% | -63.7% | -48.1% |
| 1Y | -51.7% | +34.6% | -86.3% | -60.4% |
| 3Y | +10.2% | +90.0% | -79.8% | -26.4% |
| 5Y | +30.8% | +88.6% | -57.8% | -13.7% |
| All | +244.8% | +309.5% | -64.7% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 10y: compounded portfolio wealth divided by compounded CSCO 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…
10y analysis · Full analysis span regression · 6 months rolling