+108.1%
CSCO vs DIS
+34.4%
+73.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.8% |
| 7D | -0.7% | -2.6% | +1.9% | -0.2% |
| 30D | -10.1% | +3.5% | -13.6% | -10.8% |
| 3M | -15.7% | +6.8% | -22.5% | -17.0% |
| 6M | +36.3% | +3.0% | +33.3% | +34.9% |
| YTD | +43.8% | -6.7% | +50.6% | +45.6% |
| 1Y | +63.9% | -10.1% | +74.0% | +67.1% |
| All | +108.1% | +34.4% | +73.7% | +91.6% |
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