+36.6%
DIS vs COO
+40.7%
-4.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.1% |
| 7D | +5.3% | +4.3% | +1.0% | +3.7% |
| 30D | +10.2% | +17.6% | -7.3% | +3.6% |
| 3M | +13.5% | -13.9% | +27.4% | +19.2% |
| 6M | +11.1% | +6.6% | +4.6% | +6.6% |
| YTD | +5.5% | -22.0% | +27.5% | +14.6% |
| 1Y | +9.1% | -8.8% | +17.9% | +11.1% |
| 3Y | +36.0% | -21.5% | +57.5% | +40.1% |
| 5Y | -29.8% | -41.0% | +11.2% | -19.4% |
| 10Y | +36.6% | +40.9% | -4.3% | +26.6% |
| All | +36.6% | +40.7% | -4.1% | +26.6% |
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