+34.8%
DIS vs COST
+73.7%
-38.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -2.6% | -3.1% | +0.6% | -2.0% |
| 30D | +3.5% | -2.8% | +6.3% | +4.1% |
| 3M | +6.8% | -5.7% | +12.5% | +7.9% |
| 6M | +3.0% | -8.8% | +11.7% | +4.4% |
| YTD | -6.7% | +6.7% | -13.4% | -8.5% |
| 1Y | -10.1% | -3.6% | -6.4% | -9.9% |
| All | +34.8% | +73.7% | -38.9% | +33.5% |
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 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