+66.6%
CSCO vs DAR
+108.5%
-41.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | -10.1% | +13.0% | -23.1% | -11.0% |
| 3M | -11.7% | +15.0% | -26.7% | -12.9% |
| 6M | +40.1% | +26.8% | +13.3% | +37.6% |
| YTD | +43.8% | +86.4% | -42.6% | +39.6% |
| 1Y | +66.6% | +115.1% | -48.5% | +60.6% |
| All | +66.6% | +108.5% | -41.9% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling