+32.9%
DIS vs COP
+321.4%
-288.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | +10.3% | +0.2% | +10.1% | +9.9% |
| 3M | +15.6% | +10.2% | +5.4% | +11.7% |
| 6M | +15.1% | +20.1% | -5.0% | +7.8% |
| YTD | +6.0% | +50.5% | -44.5% | -8.5% |
| 1Y | +5.7% | +56.8% | -51.1% | -10.1% |
| 3Y | +39.8% | +30.3% | +9.5% | +24.0% |
| 5Y | -23.9% | +126.8% | -150.7% | -45.5% |
| 10Y | +32.9% | +325.0% | -292.0% | -25.9% |
| All | +32.9% | +321.4% | -288.5% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling