+777.5%
DIS vs COR
+17,684.4%
-16,906.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | +5.2% | +0.8% | +4.4% | +5.1% |
| 30D | +11.5% | +5.1% | +6.3% | +10.4% |
| 3M | +11.5% | +2.8% | +8.7% | +10.8% |
| 6M | +8.9% | +32.5% | -23.7% | +2.9% |
| YTD | +3.4% | -0.7% | +4.1% | +2.4% |
| 1Y | +7.2% | -6.7% | +13.9% | +7.4% |
| 3Y | +43.3% | +73.7% | -30.4% | +25.3% |
| 5Y | -31.4% | +177.9% | -209.3% | -45.8% |
| 10Y | +37.1% | +533.8% | -496.7% | -9.7% |
| All | +777.5% | +17,684.4% | -16,906.9% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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