+324.2%
CSCO vs DIS
+36.4%
+287.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | +4.4% | -9.1% | -6.1% |
| 30D | -17.1% | +10.3% | -27.4% | -20.0% |
| 3M | -19.6% | +15.5% | -35.1% | -24.0% |
| 6M | +2.4% | +11.2% | -8.8% | -2.3% |
| YTD | +29.8% | +5.6% | +24.2% | +25.5% |
| 1Y | +38.7% | +7.7% | +30.9% | +32.5% |
| 3Y | +101.3% | +39.3% | +62.0% | +68.6% |
| 5Y | +94.8% | -29.5% | +124.4% | +114.5% |
| 10Y | +324.2% | +36.3% | +288.0% | +212.3% |
| All | +324.2% | +36.4% | +287.9% | +212.3% |
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