-41.1%
DIS vs COO
-38.8%
-2.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | -2.6% | -2.2% | -0.4% | -1.8% |
| 30D | +3.5% | -7.0% | +10.5% | +6.2% |
| 3M | +6.8% | +12.2% | -5.4% | +1.9% |
| 6M | +3.0% | -15.1% | +18.1% | +8.9% |
| YTD | -6.7% | -15.1% | +8.4% | -1.3% |
| 1Y | -10.1% | +2.3% | -12.4% | -11.8% |
| 3Y | +33.0% | -23.7% | +56.7% | +40.1% |
| All | -41.1% | -38.8% | -2.3% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling