+108.1%
CSCO vs DOW
-36.1%
+144.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.9% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | -10.1% | +0.4% | -10.5% | -10.3% |
| 3M | -15.7% | -14.4% | -1.3% | -13.9% |
| 6M | +36.3% | -7.0% | +43.2% | +36.1% |
| YTD | +43.8% | +30.2% | +13.6% | +35.4% |
| 1Y | +63.9% | +29.2% | +34.7% | +53.8% |
| All | +108.1% | -36.1% | +144.2% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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