+65.9%
CSCO vs DOW
+29.4%
+36.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | 0.0% | -6.0% | +6.0% | +0.2% |
| 30D | -10.7% | -2.7% | -8.0% | -10.7% |
| 3M | -8.7% | -10.5% | +1.7% | -8.1% |
| 6M | +44.9% | -12.4% | +57.3% | +45.2% |
| YTD | +44.1% | +30.0% | +14.1% | +41.4% |
| 1Y | +65.9% | +27.8% | +38.1% | +60.3% |
| All | +65.9% | +29.4% | +36.5% | +60.3% |
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