+97.5%
CSCO vs DFNS
-100.0%
+197.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.5% | -0.7% | -6.2% |
| 7D | +1.9% | -6.0% | +7.9% | +1.9% |
| 30D | -15.8% | -71.2% | +55.3% | -15.8% |
| 3M | -15.4% | -94.5% | +79.1% | -15.4% |
| 6M | -5.4% | -96.5% | +91.1% | -5.5% |
| YTD | +26.5% | -99.6% | +126.1% | +26.2% |
| 1Y | +25.9% | -99.7% | +125.6% | +25.6% |
| 3Y | +97.5% | -100.0% | +197.5% | +93.8% |
| All | +97.5% | -100.0% | +197.5% | +93.8% |
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