+108.1%
CSCO vs DT
+8.9%
+99.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.8% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | -10.1% | +2.0% | -12.2% | -10.5% |
| 3M | -15.7% | +20.0% | -35.7% | -18.5% |
| 6M | +36.3% | +39.3% | -3.0% | +27.0% |
| YTD | +43.8% | +19.8% | +24.1% | +38.0% |
| 1Y | +63.9% | +4.3% | +59.7% | +61.6% |
| All | +108.1% | +8.9% | +99.2% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling