+108.4%
CSCO vs DVA
+91.2%
+17.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | 0.0% | +2.0% | -2.0% | -0.1% |
| 30D | -10.7% | -0.4% | -10.4% | -10.7% |
| 3M | -8.7% | -7.7% | -1.1% | -8.7% |
| 6M | +44.9% | +20.0% | +24.9% | +43.2% |
| YTD | +44.1% | +61.1% | -17.0% | +38.7% |
| 1Y | +65.9% | +33.9% | +32.0% | +62.1% |
| All | +108.4% | +91.2% | +17.2% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling