+6,346.9%
CSCO vs DRI
+8,100.2%
-1,753.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.7% |
| 7D | -2.9% | +3.1% | -6.0% | -3.7% |
| 30D | -16.7% | +16.2% | -32.9% | -20.2% |
| 3M | -18.4% | +8.4% | -26.8% | -20.5% |
| 6M | +2.9% | +19.0% | -16.1% | -2.7% |
| YTD | +30.4% | +28.8% | +1.6% | +20.1% |
| 1Y | +41.4% | +33.1% | +8.2% | +28.8% |
| 3Y | +104.7% | +70.8% | +33.9% | +71.3% |
| 5Y | +96.9% | +74.2% | +22.7% | +62.0% |
| 10Y | +321.5% | +345.5% | -24.0% | +141.0% |
| All | +6,346.9% | +8,100.2% | -1,753.3% | +1,545.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling