-10.0%
DIS vs COST
-6.4%
-3.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -3.5% | -2.8% | -0.7% | -3.2% |
| 30D | +1.0% | -5.3% | +6.2% | +1.6% |
| 3M | +5.7% | -6.7% | +12.4% | +6.0% |
| 6M | +3.3% | -9.9% | +13.2% | +3.4% |
| YTD | -7.7% | +5.1% | -12.9% | -8.9% |
| 1Y | -10.0% | -7.3% | -2.7% | -8.5% |
| All | -10.0% | -6.4% | -3.5% | -8.5% |
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