+65.9%
CSCO vs DD
+33.7%
+32.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.8% |
| 7D | 0.0% | -3.8% | +3.7% | +0.8% |
| 30D | -10.7% | -9.2% | -1.5% | -9.0% |
| 3M | -8.7% | -9.0% | +0.3% | -7.1% |
| 6M | +44.9% | -5.0% | +49.9% | +45.5% |
| YTD | +44.1% | +7.4% | +36.7% | +46.4% |
| 1Y | +65.9% | +35.1% | +30.8% | +67.1% |
| All | +65.9% | +33.7% | +32.2% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling