+312.9%
CSCO vs DECK
+885.7%
-572.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.5% | -6.1% | -7.4% |
| 7D | -11.9% | +6.0% | -17.9% | -12.8% |
| 30D | -18.8% | +7.4% | -26.3% | -20.0% |
| 3M | -21.2% | -11.7% | -9.6% | -19.8% |
| 6M | +1.9% | -11.0% | +12.8% | +3.1% |
| YTD | +26.1% | -15.4% | +41.4% | +27.7% |
| 1Y | +34.7% | +7.2% | +27.4% | +30.1% |
| 3Y | +94.0% | -11.8% | +105.9% | +84.2% |
| 5Y | +91.6% | +24.3% | +67.3% | +63.2% |
| All | +312.9% | +885.7% | -572.7% | +149.8% |
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