+8.3%
DIS vs COST
+12.8%
-4.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.8% |
| 7D | +9.1% | +6.6% | +2.4% | +8.2% |
| 30D | +14.8% | +13.5% | +1.3% | +13.1% |
| 3M | +21.2% | +10.6% | +10.6% | +19.6% |
| 6M | +18.3% | +3.6% | +14.7% | +15.6% |
| YTD | +5.4% | +22.1% | -16.7% | +4.0% |
| 1Y | +8.3% | +11.9% | -3.6% | +3.9% |
| All | +8.3% | +12.8% | -4.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling