+36.3%
DIS vs COST
+756.8%
-720.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.4% | +4.6% | -0.2% | +2.7% |
| 30D | +10.3% | +12.8% | -2.4% | +5.4% |
| 3M | +15.5% | +12.1% | +3.5% | +10.6% |
| 6M | +11.2% | +6.0% | +5.2% | +8.4% |
| YTD | +5.6% | +24.4% | -18.8% | -3.7% |
| 1Y | +7.7% | +17.1% | -9.4% | +0.5% |
| 3Y | +39.3% | +92.2% | -52.9% | +3.6% |
| 5Y | -29.5% | +122.5% | -152.0% | -51.7% |
| 10Y | +36.3% | +758.9% | -722.7% | -45.4% |
| All | +36.3% | +756.8% | -720.6% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling