+32.5%
DIS vs COP
+314.5%
-282.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | +4.4% | -6.1% | +10.5% | +6.2% |
| 30D | +10.3% | +1.1% | +9.2% | +9.6% |
| 3M | +15.5% | +10.9% | +4.6% | +11.4% |
| 6M | +11.2% | +20.8% | -9.6% | +3.9% |
| YTD | +5.6% | +48.0% | -42.5% | -8.4% |
| 1Y | +7.7% | +58.5% | -50.8% | -8.8% |
| 3Y | +39.3% | +28.1% | +11.2% | +24.2% |
| 5Y | -29.5% | +120.5% | -150.0% | -49.1% |
| All | +32.5% | +314.5% | -282.0% | -25.8% |
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