-23.6%
DIS vs COP
+132.2%
-155.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +0.9% | +3.4% | -2.5% | +0.2% |
| 30D | +8.9% | -0.6% | +9.5% | +8.8% |
| 3M | +14.5% | +10.8% | +3.8% | +11.5% |
| 6M | +12.2% | +19.6% | -7.4% | +6.8% |
| YTD | +4.7% | +52.9% | -48.2% | -7.8% |
| 1Y | +2.8% | +62.2% | -59.4% | -11.1% |
| 3Y | +38.1% | +32.4% | +5.8% | +24.0% |
| 5Y | -23.6% | +129.7% | -153.3% | -40.5% |
| All | -23.6% | +132.2% | -155.8% | -40.5% |
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