+65.5%
CSCO vs DG
+21.0%
+44.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | 0.0% |
| 7D | -0.5% | -2.5% | +1.9% | -0.5% |
| 30D | -10.1% | +1.0% | -11.1% | -10.0% |
| 3M | -11.7% | +20.3% | -32.1% | -12.3% |
| 6M | +40.1% | -11.7% | +51.8% | +40.1% |
| YTD | +43.8% | -2.3% | +46.1% | +43.9% |
| All | +65.5% | +21.0% | +44.4% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling