+106.4%
CSCO vs DASH
+152.1%
-45.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.2% | +1.2% |
| 7D | -0.7% | -10.6% | +9.9% | +1.0% |
| 30D | -10.1% | +2.2% | -12.3% | -10.5% |
| 3M | -15.7% | +32.3% | -48.0% | -19.8% |
| 6M | +36.3% | +19.1% | +17.2% | +31.2% |
| YTD | +43.8% | -6.5% | +50.3% | +44.0% |
| 1Y | +63.9% | -14.9% | +78.8% | +65.8% |
| All | +106.4% | +152.1% | -45.7% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling