+361.1%
CSCO vs DECK
+718.3%
-357.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.3% |
| 7D | -0.7% | -2.2% | +1.6% | -0.3% |
| 30D | -10.1% | -13.6% | +3.5% | -7.9% |
| 3M | -15.7% | -21.2% | +5.6% | -12.5% |
| 6M | +36.3% | -21.1% | +57.4% | +40.8% |
| YTD | +43.8% | -17.2% | +61.1% | +46.5% |
| 1Y | +63.9% | -30.7% | +94.7% | +71.7% |
| 3Y | +104.4% | -3.4% | +107.7% | +89.6% |
| 5Y | +111.4% | +25.5% | +85.8% | +79.2% |
| All | +361.1% | +718.3% | -357.2% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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