+308.5%
CSCO vs DD
+97.1%
+211.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.0% |
| 7D | +1.9% | +5.0% | -3.0% | +0.1% |
| 30D | -15.8% | +19.7% | -35.5% | -21.3% |
| 3M | -15.4% | +7.2% | -22.6% | -17.7% |
| 6M | -5.4% | +1.0% | -6.4% | -6.4% |
| YTD | +26.5% | +29.1% | -2.6% | +13.7% |
| 1Y | +25.9% | +28.5% | -2.6% | +13.2% |
| 3Y | +97.5% | +89.4% | +8.1% | +48.0% |
| 5Y | +93.0% | +67.1% | +25.9% | +48.6% |
| All | +308.5% | +97.1% | +211.4% | +178.7% |
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