+108.4%
CSCO vs DTE
+47.2%
+61.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.7% | -0.5% | -10.2% | -10.7% |
| 3M | -8.7% | -6.0% | -2.7% | -8.2% |
| 6M | +44.9% | -7.2% | +52.1% | +45.8% |
| YTD | +44.1% | +7.2% | +37.0% | +41.2% |
| 1Y | +65.9% | +4.1% | +61.8% | +63.2% |
| All | +108.4% | +47.2% | +61.2% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling