+335.7%
CSCO vs DIS
+31.5%
+304.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | +6.6% | +0.9% | +5.7% | +6.3% |
| 30D | -11.3% | +8.9% | -20.2% | -14.1% |
| 3M | -17.3% | +14.5% | -31.9% | -21.6% |
| 6M | +3.5% | +12.2% | -8.7% | -1.6% |
| YTD | +34.9% | +4.7% | +30.2% | +30.9% |
| 1Y | +40.5% | +2.8% | +37.7% | +36.7% |
| 3Y | +109.3% | +38.1% | +71.1% | +75.7% |
| 5Y | +105.9% | -23.6% | +129.5% | +118.3% |
| All | +335.7% | +31.5% | +304.2% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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