+308.5%
CSCO vs DTE
+152.1%
+156.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.4% |
| 7D | +1.9% | +3.4% | -1.5% | +0.7% |
| 30D | -15.8% | +8.9% | -24.7% | -18.5% |
| 3M | -15.4% | +1.1% | -16.4% | -15.8% |
| 6M | -5.4% | +0.1% | -5.5% | -5.9% |
| YTD | +26.5% | +11.1% | +15.4% | +20.4% |
| 1Y | +25.9% | +4.9% | +20.9% | +22.4% |
| 3Y | +97.5% | +58.6% | +39.0% | +60.2% |
| 5Y | +93.0% | +47.3% | +45.7% | +59.9% |
| All | +308.5% | +152.1% | +156.4% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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