+324.2%
CSCO vs DG
+119.6%
+204.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.7% | +5.2% | -9.9% | -5.4% |
| 30D | -17.1% | +7.9% | -25.0% | -18.3% |
| 3M | -19.6% | +12.7% | -32.3% | -21.5% |
| 6M | +2.4% | +22.4% | -20.0% | -1.8% |
| YTD | +29.8% | +5.4% | +24.4% | +27.3% |
| 1Y | +38.7% | +39.4% | -0.7% | +28.7% |
| 3Y | +101.3% | +24.1% | +77.2% | +82.6% |
| 5Y | +94.8% | -32.2% | +127.0% | +107.3% |
| 10Y | +324.2% | +111.8% | +212.4% | +229.0% |
| All | +324.2% | +119.6% | +204.6% | +229.0% |
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