+22.7%
DIS vs COPX
+584.4%
-561.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.0% | +8.6% | +3.8% |
| 7D | -1.3% | -2.9% | +1.6% | -0.5% |
| 30D | +2.2% | 0.0% | +2.2% | +1.8% |
| 3M | +8.1% | +14.8% | -6.7% | +2.1% |
| 6M | +5.2% | +7.0% | -1.8% | +0.5% |
| YTD | -6.3% | +23.8% | -30.1% | -16.2% |
| 1Y | -7.3% | +75.7% | -83.0% | -27.5% |
| 3Y | +33.8% | +156.4% | -122.6% | -12.9% |
| 5Y | -40.7% | +167.6% | -208.3% | -63.1% |
| All | +22.7% | +584.4% | -561.8% | -49.5% |
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