+45.9%
CSCO vs DFNS
-99.6%
+145.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -18.3% | +19.0% | +0.7% |
| 7D | -6.1% | -27.7% | +21.6% | -5.9% |
| 30D | -8.2% | -58.0% | +49.8% | -7.8% |
| 3M | -14.6% | -94.0% | +79.4% | -13.7% |
| 6M | +12.7% | -94.6% | +107.3% | +21.6% |
| YTD | +37.0% | -99.4% | +136.4% | +52.9% |
| 1Y | +45.9% | -99.6% | +145.6% | +62.7% |
| All | +45.9% | -99.6% | +145.5% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling