+283.1%
DIS vs COPX
+124.2%
+158.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.2% |
| 7D | +0.9% | +1.1% | -0.2% | +0.4% |
| 30D | +8.9% | -15.9% | +24.8% | +14.5% |
| 3M | +14.5% | -19.6% | +34.1% | +21.5% |
| 6M | +12.2% | -21.5% | +33.7% | +18.4% |
| YTD | +4.7% | -0.8% | +5.5% | +0.4% |
| 1Y | +2.8% | +15.2% | -12.3% | -6.4% |
| 3Y | +38.1% | +134.7% | -96.6% | -5.4% |
| 5Y | -23.6% | +111.3% | -134.9% | -46.8% |
| 10Y | +31.4% | +324.3% | -293.0% | -33.7% |
| All | +283.1% | +124.2% | +158.9% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling