+551.4%
CSCO vs DG
+628.1%
-76.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.8% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -16.7% | +7.4% | -24.1% | -17.8% |
| 3M | -18.4% | +8.5% | -27.0% | -19.8% |
| 6M | +2.9% | +21.9% | -18.9% | -1.2% |
| YTD | +30.4% | +4.9% | +25.5% | +28.0% |
| 1Y | +41.4% | +40.4% | +1.0% | +31.2% |
| 3Y | +104.7% | +23.5% | +81.2% | +87.0% |
| 5Y | +96.9% | -32.3% | +129.2% | +103.7% |
| 10Y | +321.5% | +119.3% | +202.2% | +240.8% |
| All | +551.4% | +628.1% | -76.6% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling