+319.3%
CSCO vs DD
+100.6%
+218.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -4.7% | +2.2% | -6.9% | -5.4% |
| 30D | -17.1% | +20.7% | -37.8% | -22.7% |
| 3M | -19.6% | +11.3% | -30.9% | -22.9% |
| 6M | +2.4% | +6.0% | -3.6% | -0.4% |
| YTD | +29.8% | +31.7% | -1.9% | +15.8% |
| 1Y | +38.7% | +32.2% | +6.4% | +23.4% |
| 3Y | +101.3% | +92.7% | +8.7% | +49.9% |
| 5Y | +94.8% | +72.1% | +22.7% | +48.3% |
| All | +319.3% | +100.6% | +218.7% | +183.1% |
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