+704.0%
CSCO vs DLR
+3,457.3%
-2,753.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +4.0% |
| 7D | -2.9% | +2.4% | -5.3% | -3.6% |
| 30D | -16.7% | +0.7% | -17.4% | -16.8% |
| 3M | -18.4% | -6.4% | -12.0% | -16.6% |
| 6M | +2.9% | -6.5% | +9.5% | +4.8% |
| YTD | +30.4% | +18.8% | +11.6% | +22.2% |
| 1Y | +41.4% | +9.0% | +32.3% | +36.0% |
| 3Y | +104.7% | +54.5% | +50.2% | +71.7% |
| 5Y | +96.9% | +35.8% | +61.1% | +68.2% |
| 10Y | +321.5% | +177.5% | +144.0% | +171.4% |
| All | +704.0% | +3,457.3% | -2,753.2% | +132.1% |
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 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