+88.1%
CSCO vs DASH
-9.9%
+98.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -10.2% | +0.4% | -10.6% | -10.3% |
| 30D | -20.1% | -6.0% | -14.0% | -19.6% |
| 3M | -22.4% | -15.8% | -6.6% | -21.0% |
| 6M | +2.8% | +7.0% | -4.2% | +1.0% |
| YTD | +23.6% | -20.7% | +44.3% | +25.7% |
| 1Y | +34.0% | -8.5% | +42.6% | +33.7% |
| 3Y | +89.3% | +101.8% | -12.5% | +71.3% |
| All | +88.1% | -9.9% | +98.0% | +63.6% |
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