+135.7%
CSCO vs DOW
-6.9%
+142.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +1.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | -12.6% | +15.7% | -28.4% | -16.1% |
| 3M | -16.0% | +5.3% | -21.3% | -17.5% |
| 6M | +2.8% | -14.2% | +17.1% | +6.4% |
| YTD | +33.2% | +43.9% | -10.7% | +16.4% |
| 1Y | +43.1% | +53.1% | -9.9% | +22.3% |
| 3Y | +106.7% | -21.8% | +128.5% | +111.7% |
| 5Y | +103.6% | -28.3% | +131.9% | +111.5% |
| All | +135.7% | -6.9% | +142.6% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling