+150.6%
CSCO vs DFNS
-100.0%
+250.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.1% | +5.1% |
| 7D | -2.9% | -42.8% | +39.9% | -2.9% |
| 30D | -16.7% | -67.6% | +50.9% | -16.7% |
| 3M | -18.4% | -94.9% | +76.4% | -18.4% |
| 6M | +2.9% | -96.7% | +99.7% | +2.8% |
| YTD | +30.4% | -99.6% | +130.1% | +30.2% |
| 1Y | +41.4% | -99.7% | +141.1% | +41.1% |
| 3Y | +104.7% | -100.0% | +204.6% | +100.5% |
| 5Y | +96.9% | -100.0% | +196.9% | +95.6% |
| All | +150.6% | -100.0% | +250.5% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling