+150.3%
CSCO vs DOW
-15.2%
+165.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | -10.8% | -4.1% | -6.7% | -9.9% |
| 3M | -9.2% | -12.4% | +3.2% | -6.4% |
| 6M | +39.5% | -10.6% | +50.2% | +41.3% |
| YTD | +41.5% | +31.1% | +10.4% | +27.0% |
| 1Y | +61.0% | +30.5% | +30.4% | +43.2% |
| 3Y | +105.2% | -34.4% | +139.6% | +122.3% |
| 5Y | +113.4% | -35.5% | +148.9% | +128.4% |
| All | +150.3% | -15.2% | +165.6% | +110.8% |
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