+113.3%
CSCO vs DRI
+72.9%
+40.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -0.7% | +0.6% | -1.2% | -0.8% |
| 30D | -10.1% | +3.8% | -14.0% | -11.0% |
| 3M | -15.7% | +13.0% | -28.7% | -18.6% |
| 6M | +36.3% | +8.3% | +28.0% | +32.8% |
| YTD | +43.8% | +20.6% | +23.2% | +35.2% |
| 1Y | +63.9% | +6.5% | +57.5% | +59.5% |
| 3Y | +104.4% | +53.7% | +50.6% | +73.6% |
| All | +113.3% | +72.9% | +40.4% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling