+108.5%
CSCO vs DRI
+56.7%
+51.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | -10.1% | -0.4% | -9.7% | -10.0% |
| 3M | -11.7% | +9.5% | -21.2% | -13.2% |
| 6M | +40.1% | +6.5% | +33.6% | +38.3% |
| YTD | +43.8% | +18.4% | +25.4% | +38.3% |
| 1Y | +66.6% | +4.2% | +62.4% | +64.7% |
| 3Y | +108.5% | +57.1% | +51.4% | +84.0% |
| All | +108.5% | +56.7% | +51.8% | +84.0% |
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