+32.8%
DIS vs COPX
+171.8%
-139.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.0% |
| 7D | -1.1% | +5.8% | -6.9% | -2.1% |
| 30D | +0.1% | +7.2% | -7.1% | -1.2% |
| 3M | +7.1% | +16.5% | -9.4% | +3.7% |
| 6M | +4.3% | +18.4% | -14.2% | 0.0% |
| YTD | -6.9% | +31.9% | -38.9% | -13.7% |
| 1Y | -10.3% | +88.5% | -98.8% | -23.8% |
| 3Y | +32.8% | +173.1% | -140.3% | -0.5% |
| All | +32.8% | +171.8% | -139.0% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling