+108.4%
CSCO vs DFNS
-99.9%
+208.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.2% |
| 7D | 0.0% | +4.6% | -4.7% | 0.0% |
| 30D | -10.7% | -73.9% | +63.2% | -10.7% |
| 3M | -8.7% | -71.7% | +63.0% | -8.9% |
| 6M | +44.9% | -94.6% | +139.5% | +44.7% |
| YTD | +44.1% | -98.1% | +142.2% | +43.8% |
| 1Y | +65.9% | -98.3% | +164.2% | +65.5% |
| All | +108.4% | -99.9% | +208.3% | +102.7% |
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 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