+36.0%
DIS vs COO
-23.3%
+59.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.5% |
| 7D | +5.3% | +4.3% | +1.0% | +4.4% |
| 30D | +10.2% | +17.6% | -7.3% | +6.6% |
| 3M | +13.5% | -13.9% | +27.4% | +17.1% |
| 6M | +11.1% | +6.6% | +4.6% | +8.7% |
| YTD | +5.5% | -22.0% | +27.5% | +11.1% |
| 1Y | +9.1% | -8.8% | +17.9% | +10.9% |
| 3Y | +36.0% | -21.5% | +57.5% | +36.7% |
| All | +36.0% | -23.3% | +59.3% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling