+113.3%
CSCO vs DASH
+8.6%
+104.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.2% | +1.1% |
| 7D | -0.7% | -10.6% | +9.9% | +0.6% |
| 30D | -10.1% | +2.2% | -12.3% | -10.4% |
| 3M | -15.7% | +32.3% | -48.0% | -18.9% |
| 6M | +36.3% | +19.1% | +17.2% | +32.4% |
| YTD | +43.8% | -6.5% | +50.3% | +43.7% |
| 1Y | +63.9% | -14.9% | +78.8% | +65.0% |
| 3Y | +104.4% | +151.9% | -47.6% | +80.7% |
| All | +113.3% | +8.6% | +104.7% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling