+166.1%
CSCO vs DASH
-2.1%
+168.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -2.8% | -10.2% | +7.5% | -1.7% |
| 30D | -12.6% | -8.2% | -4.4% | -12.0% |
| 3M | -16.0% | -15.9% | -0.1% | -14.8% |
| 6M | +2.8% | +13.3% | -10.5% | +0.9% |
| YTD | +33.2% | -21.3% | +54.5% | +35.1% |
| 1Y | +43.1% | -11.1% | +54.3% | +43.3% |
| 3Y | +106.7% | +103.8% | +2.9% | +91.9% |
| 5Y | +103.6% | -21.6% | +125.2% | +84.5% |
| All | +166.1% | -2.1% | +168.2% | +138.2% |
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