+8.1%
ORCL vs CSCO
+102.6%
-94.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -6.5% | -4.7% | -1.8% | -4.1% |
| 30D | -16.6% | -17.1% | +0.5% | -8.1% |
| 3M | -21.6% | -19.6% | -2.0% | -12.7% |
| 6M | -39.4% | +2.4% | -41.8% | -40.7% |
| YTD | -38.7% | +29.8% | -68.4% | -48.5% |
| 1Y | -50.4% | +38.7% | -89.0% | -60.0% |
| 3Y | +8.1% | +101.3% | -93.2% | -28.8% |
| All | +8.1% | +102.6% | -94.6% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling