+38.7%
CSCO vs DT
-8.6%
+47.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -4.7% | -7.5% | +2.8% | -3.9% |
| 30D | -17.1% | -31.5% | +14.4% | -14.3% |
| 3M | -19.6% | -14.0% | -5.6% | -18.2% |
| 6M | +2.4% | +6.9% | -4.4% | +0.6% |
| YTD | +29.8% | +0.3% | +29.4% | +29.0% |
| 1Y | +38.7% | -6.9% | +45.6% | +40.3% |
| All | +38.7% | -8.6% | +47.3% | +40.3% |
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