-41.5%
DIS vs COST
+109.2%
-150.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | +0.1% | -4.0% | +4.1% | +1.5% |
| 3M | +7.1% | -6.5% | +13.6% | +9.4% |
| 6M | +4.3% | -8.5% | +12.8% | +7.0% |
| YTD | -6.9% | +6.0% | -13.0% | -9.6% |
| 1Y | -10.3% | -5.8% | -4.5% | -9.3% |
| 3Y | +32.8% | +71.8% | -39.0% | +3.5% |
| 5Y | -41.5% | +106.2% | -147.7% | -56.9% |
| All | -41.5% | +109.2% | -150.7% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling