+113.3%
CSCO vs DIA
+64.7%
+48.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.5% |
| 30D | -10.1% | -1.5% | -8.6% | -8.8% |
| 3M | -15.7% | +3.8% | -19.4% | -18.6% |
| 6M | +36.3% | +10.3% | +26.0% | +24.2% |
| YTD | +43.8% | +12.1% | +31.7% | +29.1% |
| 1Y | +63.9% | +18.6% | +45.3% | +39.1% |
| 3Y | +104.4% | +60.6% | +43.7% | +28.6% |
| All | +113.3% | +64.7% | +48.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling