+377.3%
CSCO vs DG
+102.6%
+274.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.7% |
| 7D | 0.0% | -4.8% | +4.8% | +0.8% |
| 30D | -10.7% | +1.8% | -12.5% | -11.1% |
| 3M | -8.7% | +14.5% | -23.2% | -11.2% |
| 6M | +44.9% | -13.6% | +58.5% | +47.6% |
| YTD | +44.1% | -4.8% | +49.0% | +44.1% |
| 1Y | +65.9% | +21.6% | +44.3% | +57.7% |
| 3Y | +109.0% | +4.5% | +104.5% | +96.8% |
| 5Y | +114.8% | -38.5% | +153.2% | +132.2% |
| 10Y | +377.3% | +102.2% | +275.1% | +271.3% |
| All | +377.3% | +102.6% | +274.7% | +271.3% |
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