+25,884.4%
ORCL vs CSCO
+198,279.1%
-172,394.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.9% |
| 7D | -11.2% | -10.2% | -1.0% | -5.6% |
| 30D | -18.8% | -20.1% | +1.2% | -8.0% |
| 3M | -18.8% | -22.4% | +3.6% | -6.9% |
| 6M | -39.7% | +2.8% | -42.5% | -41.4% |
| YTD | -39.6% | +23.6% | -63.2% | -47.6% |
| 1Y | -51.7% | +34.0% | -85.8% | -59.9% |
| 3Y | +10.2% | +89.3% | -79.0% | -24.7% |
| 5Y | +30.8% | +87.9% | -57.0% | -11.7% |
| 10Y | +252.1% | +314.9% | -62.8% | +48.0% |
| All | +25,884.4% | +198,279.1% | -172,394.8% | +626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling