+335.7%
CSCO vs DAR
+307.1%
+28.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.8% |
| 7D | +6.6% | +9.2% | -2.6% | +4.6% |
| 30D | -11.3% | -12.3% | +0.9% | -8.9% |
| 3M | -17.3% | -12.7% | -4.6% | -15.2% |
| 6M | +3.5% | -12.8% | +16.3% | +5.9% |
| YTD | +34.9% | +53.8% | -18.9% | +21.4% |
| 1Y | +40.5% | +60.3% | -19.8% | +25.1% |
| 3Y | +109.3% | +31.7% | +77.5% | +87.3% |
| 5Y | +105.9% | -27.7% | +133.6% | +106.9% |
| All | +335.7% | +307.1% | +28.6% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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