+169.4%
CSCO vs DASH
-5.2%
+174.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.5% |
| 7D | +6.6% | -4.1% | +10.7% | +7.0% |
| 30D | -11.3% | -10.6% | -0.7% | -10.5% |
| 3M | -17.3% | -18.8% | +1.4% | -15.9% |
| 6M | +3.5% | +11.2% | -7.7% | +1.8% |
| YTD | +34.9% | -23.8% | +58.7% | +37.2% |
| 1Y | +40.5% | -12.2% | +52.7% | +40.8% |
| 3Y | +109.3% | +97.3% | +12.0% | +94.9% |
| 5Y | +105.9% | -29.8% | +135.7% | +87.2% |
| All | +169.4% | -5.2% | +174.6% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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