+113.3%
CSCO vs DECK
+25.5%
+87.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.3% |
| 7D | -0.7% | -2.2% | +1.6% | -0.4% |
| 30D | -10.1% | -13.6% | +3.5% | -8.5% |
| 3M | -15.7% | -21.2% | +5.6% | -13.2% |
| 6M | +36.3% | -21.1% | +57.4% | +39.8% |
| YTD | +43.8% | -17.2% | +61.1% | +45.8% |
| 1Y | +63.9% | -30.7% | +94.7% | +70.3% |
| 3Y | +104.4% | -3.4% | +107.7% | +89.3% |
| All | +113.3% | +25.5% | +87.7% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling