+114.0%
CSCO vs DD
+61.7%
+52.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | -10.1% | -7.4% | -2.7% | -7.9% |
| 3M | -11.7% | -6.4% | -5.3% | -10.1% |
| 6M | +40.1% | -2.5% | +42.6% | +40.3% |
| YTD | +43.8% | +10.2% | +33.5% | +38.1% |
| 1Y | +66.6% | +36.9% | +29.7% | +47.9% |
| 3Y | +108.5% | +47.0% | +61.5% | +75.4% |
| 5Y | +114.0% | +63.1% | +50.8% | +66.2% |
| All | +114.0% | +61.7% | +52.2% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling