+1,628.0%
DIS vs COP
+4,606.6%
-2,978.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +5.2% | -11.5% | +16.8% | +9.0% |
| 30D | +11.5% | +5.0% | +6.5% | +9.5% |
| 3M | +11.5% | +17.5% | -6.0% | +5.5% |
| 6M | +8.9% | +16.2% | -7.4% | +2.6% |
| YTD | +3.4% | +48.8% | -45.4% | -10.5% |
| 1Y | +7.2% | +64.1% | -56.9% | -10.3% |
| 3Y | +43.3% | +25.7% | +17.7% | +28.5% |
| 5Y | -31.4% | +114.4% | -145.8% | -49.9% |
| 10Y | +37.1% | +331.7% | -294.6% | -27.3% |
| All | +1,628.0% | +4,606.6% | -2,978.6% | +465.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling