+304.8%
CSCO vs DIS
+35.1%
+269.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -10.2% | +5.2% | -15.4% | -11.8% |
| 30D | -20.1% | +11.5% | -31.5% | -23.2% |
| 3M | -22.4% | +11.5% | -33.9% | -25.7% |
| 6M | +2.8% | +8.9% | -6.1% | -1.2% |
| YTD | +23.6% | +3.4% | +20.2% | +20.4% |
| 1Y | +34.0% | +7.2% | +26.8% | +28.2% |
| 3Y | +89.3% | +43.3% | +45.9% | +56.0% |
| 5Y | +87.9% | -31.4% | +119.3% | +109.0% |
| All | +304.8% | +35.1% | +269.7% | +201.9% |
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