-50.4%
ORCL vs CSCO
+39.3%
-89.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -6.5% | -4.7% | -1.8% | -4.5% |
| 30D | -16.6% | -17.1% | +0.5% | -10.0% |
| 3M | -21.6% | -19.6% | -2.0% | -14.8% |
| 6M | -39.4% | +2.4% | -41.8% | -38.7% |
| YTD | -38.7% | +29.8% | -68.4% | -44.7% |
| 1Y | -50.4% | +38.7% | -89.0% | -54.6% |
| All | -50.4% | +39.3% | -89.7% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling