+31.9%
DIS vs COST
+766.3%
-734.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | +1.9% | +5.0% | -3.1% | 0.0% |
| 30D | +9.2% | +12.8% | -3.7% | +4.3% |
| 3M | +13.5% | +15.2% | -1.7% | +7.5% |
| 6M | +14.3% | +7.4% | +6.9% | +10.9% |
| YTD | +5.4% | +29.0% | -23.7% | -5.2% |
| 1Y | +12.2% | +20.3% | -8.1% | +3.6% |
| 3Y | +37.2% | +99.0% | -61.8% | +0.7% |
| 5Y | -23.1% | +125.7% | -148.8% | -47.5% |
| All | +31.9% | +766.3% | -734.4% | -46.0% |
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