+108.4%
CSCO vs DG
+4.6%
+103.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | 0.0% | -4.8% | +4.8% | 0.0% |
| 30D | -10.7% | +1.8% | -12.5% | -10.7% |
| 3M | -8.7% | +14.5% | -23.2% | -9.0% |
| 6M | +44.9% | -13.6% | +58.5% | +45.0% |
| YTD | +44.1% | -4.8% | +49.0% | +44.1% |
| 1Y | +65.9% | +21.6% | +44.3% | +65.2% |
| All | +108.4% | +4.6% | +103.8% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling