+45.9%
CSCO vs DT
-5.1%
+51.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -6.1% | -25.5% | +19.5% | -3.7% |
| 30D | -8.2% | -22.3% | +14.1% | -6.1% |
| 3M | -14.6% | +2.3% | -16.9% | -14.7% |
| 6M | +12.7% | +20.7% | -8.0% | +9.4% |
| YTD | +37.0% | +7.9% | +29.1% | +34.9% |
| 1Y | +45.9% | -5.7% | +51.7% | +48.3% |
| All | +45.9% | -5.1% | +51.0% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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