+43.3%
DIS vs COST
+95.5%
-52.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +5.2% | +4.1% | +1.2% | +4.4% |
| 30D | +11.5% | +12.0% | -0.5% | +9.0% |
| 3M | +11.5% | +11.2% | +0.4% | +9.2% |
| 6M | +8.9% | +6.1% | +2.7% | +7.2% |
| YTD | +3.4% | +22.9% | -19.5% | -1.5% |
| 1Y | +7.2% | +14.7% | -7.6% | +3.6% |
| 3Y | +43.3% | +92.3% | -49.0% | +47.4% |
| All | +43.3% | +95.5% | -52.2% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling