+89.3%
CSCO vs DFNS
-100.0%
+189.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.2% | +10.3% | -1.9% |
| 7D | -10.2% | -44.0% | +33.8% | -10.2% |
| 30D | -20.1% | -69.1% | +49.1% | -20.0% |
| 3M | -22.4% | -95.6% | +73.3% | -22.4% |
| 6M | +2.8% | -96.2% | +99.0% | +2.7% |
| YTD | +23.6% | -99.6% | +123.2% | +23.4% |
| 1Y | +34.0% | -99.7% | +133.8% | +33.7% |
| 3Y | +89.3% | -100.0% | +189.2% | +85.1% |
| All | +89.3% | -100.0% | +189.2% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling