+89.3%
CSCO vs DRI
+66.4%
+22.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.8% |
| 7D | -10.2% | +2.8% | -13.0% | -10.5% |
| 30D | -20.1% | +13.3% | -33.3% | -21.5% |
| 3M | -22.4% | +8.2% | -30.5% | -23.3% |
| 6M | +2.8% | +17.5% | -14.8% | -0.1% |
| YTD | +23.6% | +26.9% | -3.3% | +17.6% |
| 1Y | +34.0% | +31.6% | +2.5% | +26.3% |
| 3Y | +89.3% | +67.0% | +22.3% | +59.9% |
| All | +89.3% | +66.4% | +22.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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