+321.5%
CSCO vs DAR
+288.2%
+33.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.5% | +4.1% |
| 7D | -2.9% | -2.8% | -0.2% | -2.3% |
| 30D | -16.7% | -12.8% | -3.8% | -14.2% |
| 3M | -18.4% | -11.6% | -6.9% | -16.6% |
| 6M | +2.9% | -16.8% | +19.7% | +6.4% |
| YTD | +30.4% | +45.9% | -15.5% | +18.8% |
| 1Y | +41.4% | +61.5% | -20.1% | +25.6% |
| 3Y | +104.7% | +23.0% | +81.7% | +86.0% |
| 5Y | +96.9% | -35.8% | +132.8% | +103.9% |
| 10Y | +321.5% | +280.4% | +41.1% | +140.2% |
| All | +321.5% | +288.2% | +33.2% | +140.2% |
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