+34.2%
DIS vs COO
+41.2%
-7.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +5.2% | +4.7% | +0.5% | +3.4% |
| 30D | +11.5% | +13.9% | -2.4% | +6.0% |
| 3M | +11.5% | -14.9% | +26.5% | +17.6% |
| 6M | +8.9% | +2.0% | +6.8% | +6.2% |
| YTD | +3.4% | -23.9% | +27.3% | +13.4% |
| 1Y | +7.2% | -9.6% | +16.8% | +9.4% |
| 3Y | +43.3% | -25.4% | +68.7% | +50.8% |
| 5Y | -31.4% | -41.2% | +9.7% | -21.2% |
| All | +34.2% | +41.2% | -7.0% | +25.3% |
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