+618.3%
CSCO vs DG
+606.1%
+12.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.3% |
| 7D | -0.7% | +8.4% | -9.1% | -2.0% |
| 30D | -10.1% | +4.9% | -15.1% | -10.9% |
| 3M | -15.7% | +29.3% | -45.0% | -19.6% |
| 6M | +36.3% | -11.3% | +47.5% | +38.2% |
| YTD | +43.8% | +1.8% | +42.1% | +42.3% |
| 1Y | +63.9% | +25.3% | +38.6% | +55.5% |
| 3Y | +104.4% | +9.1% | +95.3% | +92.0% |
| 5Y | +111.4% | -34.9% | +146.2% | +120.7% |
| 10Y | +361.7% | +108.2% | +253.5% | +277.5% |
| All | +618.3% | +606.1% | +12.2% | +349.4% |
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 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