+105.9%
CSCO vs DIS
-25.4%
+131.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +6.6% | +0.9% | +5.7% | +6.4% |
| 30D | -11.3% | +8.9% | -20.2% | -13.2% |
| 3M | -17.3% | +14.5% | -31.9% | -20.3% |
| 6M | +3.5% | +12.2% | -8.7% | +0.1% |
| YTD | +34.9% | +4.7% | +30.2% | +32.5% |
| 1Y | +40.5% | +2.8% | +37.7% | +38.4% |
| 3Y | +109.3% | +38.1% | +71.1% | +83.4% |
| 5Y | +105.9% | -23.6% | +129.5% | +117.2% |
| All | +105.9% | -25.4% | +131.3% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling