+1,018.3%
DIS vs COF
+5,156.8%
-4,138.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +0.9% | -5.0% | +5.9% | +2.4% |
| 30D | +8.9% | -2.3% | +11.1% | +9.5% |
| 3M | +14.5% | -12.7% | +27.2% | +18.9% |
| 6M | +12.2% | +6.2% | +6.0% | +9.7% |
| YTD | +4.7% | -19.2% | +23.9% | +10.3% |
| 1Y | +2.8% | -11.5% | +14.3% | +5.5% |
| 3Y | +38.1% | +92.8% | -54.7% | +11.6% |
| 5Y | -23.6% | +34.3% | -57.9% | -32.6% |
| 10Y | +31.4% | +183.0% | -151.6% | -10.2% |
| All | +1,018.3% | +5,156.8% | -4,138.5% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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