-41.1%
DIS vs COP
+186.8%
-227.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.5% |
| 7D | -2.6% | +3.0% | -5.6% | -3.2% |
| 30D | +3.5% | +17.5% | -14.0% | -0.3% |
| 3M | +6.8% | +13.4% | -6.5% | +3.4% |
| 6M | +3.0% | +17.7% | -14.7% | -2.1% |
| YTD | -6.7% | +46.6% | -53.3% | -16.7% |
| 1Y | -10.1% | +44.6% | -54.7% | -19.7% |
| 3Y | +33.0% | +20.7% | +12.3% | +22.3% |
| All | -41.1% | +186.8% | -227.9% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling