+32.9%
DIS vs COPX
+322.8%
-289.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | +10.3% | -14.0% | +24.3% | +15.3% |
| 3M | +15.6% | -17.1% | +32.7% | +21.6% |
| 6M | +15.1% | -15.9% | +31.0% | +18.9% |
| YTD | +6.0% | +2.6% | +3.4% | 0.0% |
| 1Y | +5.7% | +21.6% | -15.9% | -6.5% |
| 3Y | +39.8% | +142.7% | -102.9% | -9.3% |
| 5Y | -23.9% | +122.2% | -146.1% | -50.1% |
| 10Y | +32.9% | +338.8% | -305.8% | -41.2% |
| All | +32.9% | +322.8% | -289.8% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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