+142.1%
CSCO vs DT
+98.4%
+43.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -10.7% | +0.1% | -10.8% | -10.9% |
| 3M | -8.7% | +24.1% | -32.9% | -12.6% |
| 6M | +44.9% | +30.1% | +14.8% | +36.8% |
| YTD | +44.1% | +16.8% | +27.4% | +38.3% |
| 1Y | +65.9% | -0.1% | +66.0% | +63.4% |
| 3Y | +109.0% | +6.8% | +102.2% | +100.8% |
| 5Y | +114.8% | -28.4% | +143.1% | +115.1% |
| All | +142.1% | +98.4% | +43.7% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling