+335.7%
CSCO vs DG
+105.9%
+229.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | +6.6% | -2.5% | +9.0% | +7.0% |
| 30D | -11.3% | +7.7% | -19.0% | -12.6% |
| 3M | -17.3% | +13.1% | -30.4% | -19.3% |
| 6M | +3.5% | +32.0% | -28.5% | -2.0% |
| YTD | +34.9% | +3.3% | +31.5% | +32.7% |
| 1Y | +40.5% | +31.7% | +8.8% | +31.7% |
| 3Y | +109.3% | +21.7% | +87.6% | +90.3% |
| 5Y | +105.9% | -34.7% | +140.6% | +121.3% |
| All | +335.7% | +105.9% | +229.8% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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