+11,951.8%
CSCO vs DAR
+1,762.6%
+10,189.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.7% | +1.4% | -2.0% | -0.8% |
| 30D | -10.1% | +12.8% | -22.9% | -10.9% |
| 3M | -15.7% | +7.4% | -23.0% | -16.2% |
| 6M | +36.3% | +22.3% | +14.0% | +34.2% |
| YTD | +43.8% | +81.1% | -37.3% | +38.0% |
| 1Y | +63.9% | +106.5% | -42.6% | +55.6% |
| 3Y | +104.4% | +5.3% | +99.1% | +100.8% |
| 5Y | +111.4% | -11.5% | +122.9% | +108.5% |
| 10Y | +361.7% | +353.3% | +8.3% | +309.6% |
| All | +11,951.8% | +1,762.6% | +10,189.2% | +10,669.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling