+96.9%
CSCO vs DG
-32.0%
+129.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +5.0% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -16.7% | +7.4% | -24.1% | -17.1% |
| 3M | -18.4% | +8.5% | -27.0% | -19.0% |
| 6M | +2.9% | +21.9% | -18.9% | +1.2% |
| YTD | +30.4% | +4.9% | +25.5% | +29.5% |
| 1Y | +41.4% | +40.4% | +1.0% | +37.0% |
| 3Y | +104.7% | +23.5% | +81.2% | +96.0% |
| 5Y | +96.9% | -32.3% | +129.2% | +111.4% |
| All | +96.9% | -32.0% | +129.0% | +111.4% |
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