+114.8%
CSCO vs DTE
+31.9%
+82.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.7% | -0.5% | -10.2% | -10.6% |
| 3M | -8.7% | -6.0% | -2.7% | -7.5% |
| 6M | +44.9% | -7.2% | +52.1% | +47.2% |
| YTD | +44.1% | +7.2% | +37.0% | +39.8% |
| 1Y | +65.9% | +4.1% | +61.8% | +62.0% |
| 3Y | +109.0% | +46.9% | +62.1% | +78.8% |
| 5Y | +114.8% | +32.9% | +81.9% | +83.9% |
| All | +114.8% | +31.9% | +82.8% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling