+97.5%
CSCO vs DOW
-20.1%
+117.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | +1.9% | +5.2% | -3.3% | +1.3% |
| 30D | -15.8% | +13.2% | -29.0% | -17.0% |
| 3M | -15.4% | +10.1% | -25.5% | -16.4% |
| 6M | -5.4% | -13.1% | +7.7% | -3.5% |
| YTD | +26.5% | +46.1% | -19.7% | +17.7% |
| 1Y | +25.9% | +50.0% | -24.1% | +16.5% |
| 3Y | +97.5% | -20.2% | +117.8% | +96.4% |
| All | +97.5% | -20.1% | +117.6% | +96.4% |
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