+1,635.0%
DIS vs COO
+5,456.7%
-3,821.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.3% |
| 7D | +5.7% | +5.3% | +0.4% | +5.2% |
| 30D | +12.7% | +12.5% | +0.1% | +11.6% |
| 3M | +15.2% | -15.1% | +30.3% | +16.6% |
| 6M | +17.6% | +3.7% | +13.9% | +16.9% |
| YTD | +3.8% | -22.5% | +26.3% | +5.8% |
| 1Y | +6.8% | -7.8% | +14.6% | +7.2% |
| 3Y | +42.1% | -24.1% | +66.2% | +44.2% |
| 5Y | -31.2% | -40.1% | +8.9% | -28.9% |
| 10Y | +37.6% | +44.7% | -7.1% | +33.9% |
| All | +1,635.0% | +5,456.7% | -3,821.7% | +1,375.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling