+6,009.5%
CSCO vs DRI
+7,978.2%
-1,968.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -10.2% | +2.8% | -13.0% | -10.9% |
| 30D | -20.1% | +13.3% | -33.3% | -22.9% |
| 3M | -22.4% | +8.2% | -30.5% | -24.3% |
| 6M | +2.8% | +17.5% | -14.8% | -2.5% |
| YTD | +23.6% | +26.9% | -3.3% | +14.3% |
| 1Y | +34.0% | +31.6% | +2.5% | +22.5% |
| 3Y | +89.3% | +67.0% | +22.3% | +59.4% |
| 5Y | +87.9% | +72.9% | +14.9% | +54.8% |
| 10Y | +314.9% | +371.3% | -56.4% | +133.3% |
| All | +6,009.5% | +7,978.2% | -1,968.6% | +1,465.6% |
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