+114.0%
CSCO vs DLR
+35.6%
+78.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -0.5% | +3.4% | -3.9% | -1.4% |
| 30D | -10.1% | -2.2% | -7.9% | -9.6% |
| 3M | -11.7% | +4.7% | -16.5% | -13.1% |
| 6M | +40.1% | +9.0% | +31.1% | +36.3% |
| YTD | +43.8% | +24.1% | +19.6% | +34.8% |
| 1Y | +66.6% | +20.9% | +45.7% | +56.8% |
| 3Y | +108.5% | +60.0% | +48.5% | +78.9% |
| 5Y | +114.0% | +35.3% | +78.7% | +86.3% |
| All | +114.0% | +35.6% | +78.3% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling