+220,352.3%
CSCO vs DD
+1,080.1%
+219,272.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -0.7% | -3.5% | +2.8% | +0.6% |
| 30D | -10.1% | -10.3% | +0.2% | -6.5% |
| 3M | -15.7% | -7.5% | -8.1% | -13.4% |
| 6M | +36.3% | -8.0% | +44.3% | +39.5% |
| YTD | +43.8% | +10.5% | +33.4% | +37.3% |
| 1Y | +63.9% | +38.3% | +25.7% | +42.9% |
| 3Y | +104.4% | +42.5% | +61.9% | +71.5% |
| 5Y | +111.4% | +60.2% | +51.2% | +66.4% |
| 10Y | +361.7% | +68.9% | +292.8% | +234.0% |
| All | +220,352.3% | +1,080.1% | +219,272.2% | +53,916.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling