+190,098.4%
CSCO vs DD
+1,214.0%
+188,884.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -10.2% | +4.6% | -14.8% | -11.8% |
| 30D | -20.1% | +11.8% | -31.8% | -23.4% |
| 3M | -22.1% | +2.2% | -24.2% | -22.9% |
| 6M | +3.2% | -1.6% | +4.8% | +3.1% |
| YTD | +24.1% | +23.0% | +1.1% | +13.5% |
| 1Y | +34.6% | +26.9% | +7.6% | +21.5% |
| 3Y | +90.0% | +77.9% | +12.1% | +46.7% |
| 5Y | +88.6% | +59.9% | +28.7% | +48.7% |
| 10Y | +316.5% | +90.1% | +226.5% | +187.8% |
| All | +190,098.4% | +1,214.0% | +188,884.4% | +44,571.3% |
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