+66.6%
CSCO vs DIA
+17.7%
+48.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -10.1% | -2.1% | -8.0% | -8.6% |
| 3M | -11.7% | +4.2% | -15.9% | -14.8% |
| 6M | +40.1% | +11.9% | +28.2% | +28.6% |
| YTD | +43.8% | +10.8% | +33.0% | +34.7% |
| 1Y | +66.6% | +17.5% | +49.1% | +52.2% |
| All | +66.6% | +17.7% | +48.9% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling