-24.2%
DIS vs COO
-40.7%
+16.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +4.4% | +4.5% | -0.1% | +2.9% |
| 30D | +10.3% | +16.9% | -6.6% | +4.7% |
| 3M | +15.5% | -16.7% | +32.2% | +22.3% |
| 6M | +11.2% | +5.9% | +5.3% | +7.3% |
| YTD | +5.6% | -22.4% | +28.0% | +14.3% |
| 1Y | +7.7% | -10.1% | +17.9% | +10.3% |
| 3Y | +39.3% | -22.8% | +62.1% | +42.1% |
| All | -24.2% | -40.7% | +16.6% | -16.7% |
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