+377.3%
CSCO vs DD
+64.9%
+312.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.2% |
| 7D | 0.0% | -3.8% | +3.7% | +1.4% |
| 30D | -10.7% | -9.2% | -1.5% | -7.6% |
| 3M | -8.7% | -9.0% | +0.3% | -5.8% |
| 6M | +44.9% | -5.0% | +49.9% | +46.5% |
| YTD | +44.1% | +7.4% | +36.7% | +38.9% |
| 1Y | +65.9% | +35.1% | +30.8% | +45.5% |
| 3Y | +109.0% | +43.2% | +65.8% | +74.1% |
| 5Y | +114.8% | +59.6% | +55.1% | +67.1% |
| 10Y | +377.3% | +66.5% | +310.8% | +244.4% |
| All | +377.3% | +64.9% | +312.4% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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