+377.3%
CSCO vs DAR
+364.6%
+12.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -10.7% | +7.4% | -18.2% | -12.3% |
| 3M | -8.7% | +15.7% | -24.4% | -12.0% |
| 6M | +44.9% | +30.0% | +14.9% | +35.9% |
| YTD | +44.1% | +87.5% | -43.4% | +24.5% |
| 1Y | +65.9% | +113.4% | -47.5% | +38.3% |
| 3Y | +109.0% | +15.3% | +93.7% | +94.6% |
| 5Y | +114.8% | -4.3% | +119.1% | +101.4% |
| 10Y | +377.3% | +380.2% | -2.8% | +157.4% |
| All | +377.3% | +364.6% | +12.7% | +157.4% |
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