+189,363.8%
CSCO vs DIS
+1,708.5%
+187,655.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -10.2% | +5.2% | -15.4% | -12.4% |
| 30D | -20.1% | +11.5% | -31.5% | -24.2% |
| 3M | -22.4% | +11.5% | -33.9% | -26.8% |
| 6M | +2.8% | +8.9% | -6.1% | -2.8% |
| YTD | +23.6% | +3.4% | +20.2% | +18.9% |
| 1Y | +34.0% | +7.2% | +26.8% | +25.9% |
| 3Y | +89.3% | +43.3% | +45.9% | +48.7% |
| 5Y | +87.9% | -31.4% | +119.3% | +105.3% |
| 10Y | +314.9% | +37.1% | +277.8% | +197.3% |
| All | +189,363.8% | +1,708.5% | +187,655.3% | +26,486.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling