+359.9%
CSCO vs DVA
+187.5%
+172.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -10.8% | +1.7% | -12.5% | -11.0% |
| 3M | -9.2% | -8.7% | -0.6% | -8.3% |
| 6M | +39.5% | +19.7% | +19.9% | +33.1% |
| YTD | +41.5% | +59.6% | -18.1% | +26.3% |
| 1Y | +61.0% | +37.1% | +23.9% | +48.0% |
| 3Y | +105.2% | +89.8% | +15.4% | +70.4% |
| 5Y | +113.4% | +47.4% | +66.1% | +83.9% |
| All | +359.9% | +187.5% | +172.4% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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