+43.1%
CSCO vs DAR
+65.2%
-22.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | +1.9% |
| 7D | -2.8% | +3.6% | -6.3% | -3.3% |
| 30D | -12.6% | -11.3% | -1.4% | -12.0% |
| 3M | -16.0% | -13.1% | -2.9% | -15.4% |
| 6M | +2.8% | -15.1% | +18.0% | +3.7% |
| YTD | +33.2% | +50.5% | -17.3% | +28.3% |
| 1Y | +43.1% | +57.9% | -14.8% | +37.1% |
| All | +43.1% | +65.2% | -22.1% | +37.1% |
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 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