+97.5%
CSCO vs DAR
+33.7%
+63.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.4% | -6.4% |
| 7D | +1.9% | +11.6% | -9.6% | +0.4% |
| 30D | -15.8% | -10.2% | -5.6% | -14.8% |
| 3M | -15.4% | -14.8% | -0.6% | -13.9% |
| 6M | -5.4% | -10.1% | +4.7% | -4.6% |
| YTD | +26.5% | +55.5% | -29.1% | +18.6% |
| 1Y | +25.9% | +61.7% | -35.8% | +17.3% |
| 3Y | +97.5% | +37.2% | +60.4% | +72.2% |
| All | +97.5% | +33.7% | +63.8% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling