+40.5%
CSCO vs DOW
+55.2%
-14.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.6% | +1.2% |
| 7D | +6.6% | +3.7% | +2.9% | +6.5% |
| 30D | -11.3% | +16.3% | -27.6% | -11.6% |
| 3M | -17.3% | +9.7% | -27.0% | -17.5% |
| 6M | +3.5% | -14.1% | +17.6% | +5.6% |
| YTD | +34.9% | +46.6% | -11.7% | +27.8% |
| 1Y | +40.5% | +56.8% | -16.4% | +31.4% |
| All | +40.5% | +55.2% | -14.7% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling