+786.6%
CSCO vs DLR
+3,595.6%
-2,809.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.7% | +1.6% | -2.2% | -1.2% |
| 30D | -10.1% | -3.4% | -6.8% | -9.2% |
| 3M | -15.7% | +0.5% | -16.2% | -16.2% |
| 6M | +36.3% | +4.6% | +31.7% | +33.4% |
| YTD | +43.8% | +23.4% | +20.4% | +32.9% |
| 1Y | +63.9% | +19.0% | +44.9% | +52.8% |
| 3Y | +104.4% | +56.5% | +47.8% | +70.2% |
| 5Y | +111.4% | +33.3% | +78.0% | +81.2% |
| 10Y | +361.7% | +165.1% | +196.5% | +201.0% |
| All | +786.6% | +3,595.6% | -2,809.1% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling