+97.5%
CSCO vs DRI
+68.2%
+29.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.3% |
| 7D | +1.9% | +1.1% | +0.9% | +1.8% |
| 30D | -15.8% | +9.7% | -25.5% | -16.9% |
| 3M | -15.4% | +3.2% | -18.6% | -15.8% |
| 6M | -5.4% | +20.6% | -26.0% | -8.4% |
| YTD | +26.5% | +28.3% | -1.8% | +20.2% |
| 1Y | +25.9% | +34.5% | -8.7% | +18.2% |
| 3Y | +97.5% | +66.5% | +31.0% | +68.8% |
| All | +97.5% | +68.2% | +29.3% | +68.8% |
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