+1,449.7%
CSCO vs DIA
+1,119.2%
+330.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | -4.7% | +0.9% | -5.6% | -5.5% |
| 30D | -17.1% | +1.1% | -18.2% | -18.1% |
| 3M | -19.6% | -2.9% | -16.7% | -16.8% |
| 6M | +2.4% | +5.9% | -3.5% | -4.0% |
| YTD | +29.8% | +9.8% | +20.0% | +16.4% |
| 1Y | +38.7% | +11.7% | +26.9% | +21.6% |
| 3Y | +101.3% | +59.5% | +41.8% | +15.5% |
| 5Y | +94.8% | +57.5% | +37.3% | +12.8% |
| 10Y | +324.2% | +235.9% | +88.3% | -4.8% |
| All | +1,449.7% | +1,119.2% | +330.5% | -30.3% |
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