-10.1%
DIS vs COP
+46.5%
-56.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.8% |
| 7D | -2.6% | +3.0% | -5.6% | -2.3% |
| 30D | +3.5% | +17.5% | -14.0% | +4.9% |
| 3M | +6.8% | +13.4% | -6.5% | +7.9% |
| 6M | +3.0% | +17.7% | -14.7% | +2.3% |
| YTD | -6.7% | +46.6% | -53.3% | -10.4% |
| 1Y | -10.1% | +44.6% | -54.7% | -14.3% |
| All | -10.1% | +46.5% | -56.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling