+21.9%
DIS vs COO
+49.3%
-27.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -2.6% | -2.2% | -0.4% | -1.7% |
| 30D | +3.5% | -7.0% | +10.5% | +6.4% |
| 3M | +6.8% | +12.2% | -5.4% | +1.5% |
| 6M | +3.0% | -15.1% | +18.1% | +9.2% |
| YTD | -6.7% | -15.1% | +8.4% | -1.0% |
| 1Y | -10.1% | +2.3% | -12.4% | -12.0% |
| 3Y | +33.0% | -23.7% | +56.7% | +40.9% |
| 5Y | -40.0% | -38.9% | -1.1% | -31.3% |
| All | +21.9% | +49.3% | -27.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling