+176.3%
CSCO vs DFNS
-99.9%
+276.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -0.7% | -16.0% | +15.3% | -0.7% |
| 30D | -10.1% | -77.7% | +67.6% | -10.1% |
| 3M | -15.7% | -77.2% | +61.5% | -15.8% |
| 6M | +36.3% | -95.2% | +131.5% | +36.0% |
| YTD | +43.8% | -98.0% | +141.8% | +43.5% |
| 1Y | +63.9% | -98.3% | +162.2% | +63.6% |
| 3Y | +104.4% | -99.9% | +204.2% | +100.2% |
| 5Y | +111.4% | -99.9% | +211.2% | +109.8% |
| All | +176.3% | -99.9% | +276.2% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling