+246.0%
ORCL vs CSCO
+318.7%
-72.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -6.5% | -4.7% | -1.8% | -4.0% |
| 30D | -16.6% | -17.1% | +0.5% | -7.3% |
| 3M | -21.6% | -19.6% | -2.0% | -11.8% |
| 6M | -39.4% | +2.4% | -41.8% | -41.0% |
| YTD | -38.7% | +29.8% | -68.4% | -48.6% |
| 1Y | -50.4% | +38.7% | -89.0% | -60.0% |
| 3Y | +8.1% | +101.3% | -93.2% | -30.1% |
| 5Y | +34.5% | +94.8% | -60.3% | -12.8% |
| 10Y | +246.0% | +324.2% | -78.2% | +53.2% |
| All | +246.0% | +318.7% | -72.7% | +53.2% |
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