+31.9%
DIS vs COPX
+307.7%
-275.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.4% |
| 7D | +1.9% | -2.8% | +4.7% | +2.8% |
| 30D | +9.2% | -14.3% | +23.5% | +14.3% |
| 3M | +13.5% | -19.0% | +32.6% | +20.3% |
| 6M | +14.3% | -24.4% | +38.7% | +22.2% |
| YTD | +5.4% | -3.2% | +8.6% | +1.2% |
| 1Y | +12.2% | +15.2% | -3.0% | +0.9% |
| 3Y | +37.2% | +127.6% | -90.4% | -9.2% |
| 5Y | -23.1% | +106.0% | -129.1% | -48.3% |
| All | +31.9% | +307.7% | -275.8% | -40.7% |
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