-31.9%
DIS vs COO
-41.6%
+9.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +5.2% | +4.7% | +0.5% | +3.6% |
| 30D | +11.5% | +13.9% | -2.4% | +6.6% |
| 3M | +11.5% | -14.9% | +26.5% | +17.2% |
| 6M | +8.9% | +2.0% | +6.8% | +6.4% |
| YTD | +3.4% | -23.9% | +27.3% | +12.8% |
| 1Y | +7.2% | -9.6% | +16.8% | +9.4% |
| 3Y | +43.3% | -25.4% | +68.7% | +48.3% |
| All | -31.9% | -41.6% | +9.7% | -20.7% |
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 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