+308.5%
CSCO vs DVA
+193.2%
+115.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.3% |
| 7D | +1.9% | -8.8% | +10.7% | +3.3% |
| 30D | -15.8% | -3.4% | -12.4% | -15.6% |
| 3M | -15.4% | -2.6% | -12.8% | -15.4% |
| 6M | -5.4% | -11.9% | +6.5% | -4.5% |
| YTD | +26.5% | +53.6% | -27.2% | +13.0% |
| 1Y | +25.9% | +41.9% | -16.0% | +14.3% |
| 3Y | +97.5% | +97.5% | 0.0% | +62.1% |
| 5Y | +93.0% | +65.0% | +28.0% | +59.0% |
| All | +308.5% | +193.2% | +115.3% | +192.9% |
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