+286.3%
DIS vs COPX
+130.1%
+156.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | +1.1% |
| 7D | +4.4% | +1.6% | +2.8% | +3.8% |
| 30D | +10.3% | -15.0% | +25.3% | +15.7% |
| 3M | +15.5% | -18.6% | +34.1% | +22.1% |
| 6M | +11.2% | -14.9% | +26.2% | +14.3% |
| YTD | +5.6% | +1.8% | +3.7% | +0.4% |
| 1Y | +7.7% | +19.7% | -11.9% | -3.1% |
| 3Y | +39.3% | +140.9% | -101.6% | -5.4% |
| 5Y | -29.5% | +130.6% | -160.1% | -52.4% |
| 10Y | +36.3% | +326.5% | -290.2% | -31.4% |
| All | +286.3% | +130.1% | +156.2% | +118.0% |
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