+1,617.5%
CSCO vs DIA
+1,144.9%
+472.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.5% |
| 30D | -10.1% | -1.5% | -8.6% | -8.6% |
| 3M | -15.7% | +3.8% | -19.4% | -19.3% |
| 6M | +36.3% | +10.3% | +26.0% | +21.4% |
| YTD | +43.8% | +12.1% | +31.7% | +25.8% |
| 1Y | +63.9% | +18.6% | +45.3% | +33.8% |
| 3Y | +104.4% | +60.6% | +43.7% | +16.1% |
| 5Y | +111.4% | +64.4% | +46.9% | +16.1% |
| 10Y | +361.7% | +250.1% | +111.6% | -1.6% |
| All | +1,617.5% | +1,144.9% | +472.6% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling