+97.5%
CSCO vs DLR
+54.1%
+43.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.3% | -5.7% |
| 7D | +1.9% | +3.3% | -1.4% | +1.1% |
| 30D | -15.8% | +4.6% | -20.4% | -16.6% |
| 3M | -15.4% | -8.3% | -7.1% | -13.6% |
| 6M | -5.4% | -5.6% | +0.2% | -4.3% |
| YTD | +26.5% | +18.7% | +7.7% | +20.7% |
| 1Y | +25.9% | +17.1% | +8.8% | +20.5% |
| 3Y | +97.5% | +54.4% | +43.2% | +76.3% |
| All | +97.5% | +54.1% | +43.5% | +76.3% |
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