+114.0%
CSCO vs DG
-37.3%
+151.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.2% |
| 7D | -0.5% | -2.5% | +1.9% | -0.4% |
| 30D | -10.1% | +1.0% | -11.1% | -10.2% |
| 3M | -11.7% | +20.3% | -32.1% | -13.1% |
| 6M | +40.1% | -11.7% | +51.8% | +41.0% |
| YTD | +43.8% | -2.3% | +46.1% | +43.6% |
| 1Y | +66.6% | +20.0% | +46.6% | +63.4% |
| 3Y | +108.5% | +7.2% | +101.3% | +103.3% |
| 5Y | +114.0% | -37.9% | +151.9% | +126.5% |
| All | +114.0% | -37.3% | +151.2% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling