+108.1%
CSCO vs DLR
+59.3%
+48.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.7% | +1.6% | -2.2% | -1.0% |
| 30D | -10.1% | -3.4% | -6.8% | -9.5% |
| 3M | -15.7% | +0.5% | -16.2% | -16.0% |
| 6M | +36.3% | +4.6% | +31.7% | +34.4% |
| YTD | +43.8% | +23.4% | +20.4% | +36.0% |
| 1Y | +63.9% | +19.0% | +44.9% | +55.9% |
| All | +108.1% | +59.3% | +48.9% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling