+241.3%
DIS vs COPX
+186.2%
+55.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -2.6% | -4.0% | +1.4% | -1.3% |
| 30D | +3.5% | +4.5% | -1.1% | +1.8% |
| 3M | +6.8% | +0.8% | +6.0% | +5.2% |
| 6M | +3.0% | +3.2% | -0.2% | -0.3% |
| YTD | -6.7% | +26.7% | -33.4% | -16.6% |
| 1Y | -10.1% | +85.7% | -95.8% | -29.8% |
| 3Y | +33.0% | +151.2% | -118.1% | -9.7% |
| 5Y | -40.0% | +170.0% | -210.0% | -61.2% |
| 10Y | +21.1% | +572.9% | -551.9% | -46.8% |
| All | +241.3% | +186.2% | +55.0% | +81.2% |
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