+379.9%
CSCO vs DTE
+137.8%
+242.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.8% |
| 7D | +2.7% | -2.6% | +5.3% | +3.6% |
| 30D | -9.5% | -4.4% | -5.1% | -8.1% |
| 3M | -7.6% | -8.3% | +0.7% | -4.9% |
| 6M | +44.9% | -8.1% | +53.0% | +48.5% |
| YTD | +47.7% | +4.4% | +43.3% | +43.9% |
| 1Y | +69.1% | +0.2% | +68.9% | +67.1% |
| 3Y | +113.5% | +42.6% | +70.9% | +80.5% |
| 5Y | +122.8% | +31.5% | +91.3% | +93.2% |
| All | +379.9% | +137.8% | +242.1% | +240.6% |
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