+366.8%
CSCO vs DIA
+246.5%
+120.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -10.1% | -2.1% | -8.0% | -8.3% |
| 3M | -11.7% | +4.2% | -15.9% | -15.3% |
| 6M | +40.1% | +11.9% | +28.2% | +25.5% |
| YTD | +43.8% | +10.8% | +33.0% | +30.0% |
| 1Y | +66.6% | +17.5% | +49.1% | +42.0% |
| 3Y | +108.5% | +59.9% | +48.6% | +30.8% |
| 5Y | +114.0% | +64.1% | +49.8% | +30.6% |
| 10Y | +366.8% | +246.2% | +120.6% | +34.8% |
| All | +366.8% | +246.5% | +120.4% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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