+38.7%
CSCO vs DIS
+8.8%
+29.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | +4.4% | -9.1% | -4.3% |
| 30D | -17.1% | +10.3% | -27.4% | -16.2% |
| 3M | -19.6% | +15.5% | -35.1% | -18.4% |
| 6M | +2.4% | +11.2% | -8.8% | +4.5% |
| YTD | +29.8% | +5.6% | +24.2% | +31.2% |
| 1Y | +38.7% | +7.7% | +30.9% | +41.2% |
| All | +38.7% | +8.8% | +29.9% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling