+89.3%
CSCO vs DIS
+41.5%
+47.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -10.2% | +5.2% | -15.4% | -10.9% |
| 30D | -20.1% | +11.5% | -31.5% | -21.5% |
| 3M | -22.4% | +11.5% | -33.9% | -23.9% |
| 6M | +2.8% | +8.9% | -6.1% | +1.2% |
| YTD | +23.6% | +3.4% | +20.2% | +22.9% |
| 1Y | +34.0% | +7.2% | +26.8% | +31.5% |
| 3Y | +89.3% | +43.3% | +45.9% | +75.8% |
| All | +89.3% | +41.5% | +47.7% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling