+101.3%
CSCO vs DIS
+36.4%
+64.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | +4.4% | -9.1% | -5.4% |
| 30D | -17.1% | +10.3% | -27.4% | -18.5% |
| 3M | -19.6% | +15.5% | -35.1% | -21.8% |
| 6M | +2.4% | +11.2% | -8.8% | +0.3% |
| YTD | +29.8% | +5.6% | +24.2% | +28.5% |
| 1Y | +38.7% | +7.7% | +30.9% | +36.1% |
| 3Y | +101.3% | +39.3% | +62.0% | +78.6% |
| All | +101.3% | +36.4% | +64.9% | +78.6% |
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