+377.3%
CSCO vs DLR
+168.0%
+209.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | 0.0% | +2.9% | -2.9% | -0.9% |
| 30D | -10.7% | -1.2% | -9.6% | -10.5% |
| 3M | -8.7% | +2.9% | -11.7% | -9.9% |
| 6M | +44.9% | +6.7% | +38.2% | +41.2% |
| YTD | +44.1% | +23.9% | +20.3% | +33.6% |
| 1Y | +65.9% | +18.6% | +47.2% | +55.3% |
| 3Y | +109.0% | +59.7% | +49.3% | +74.1% |
| 5Y | +114.8% | +42.1% | +72.7% | +82.4% |
| 10Y | +377.3% | +176.7% | +200.6% | +227.1% |
| All | +377.3% | +168.0% | +209.3% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling