+1,635.0%
DIS vs COP
+4,578.7%
-2,943.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | +5.7% | -9.7% | +15.4% | +8.8% |
| 30D | +12.7% | +4.7% | +8.0% | +10.8% |
| 3M | +15.2% | +18.5% | -3.3% | +8.7% |
| 6M | +17.6% | +11.4% | +6.2% | +12.2% |
| YTD | +3.8% | +47.9% | -44.1% | -10.0% |
| 1Y | +6.8% | +59.3% | -52.5% | -9.8% |
| 3Y | +42.1% | +23.6% | +18.5% | +28.0% |
| 5Y | -31.2% | +113.1% | -144.3% | -49.6% |
| 10Y | +37.6% | +329.1% | -291.5% | -26.9% |
| All | +1,635.0% | +4,578.7% | -2,943.7% | +468.9% |
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 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