+1,458.7%
DIS vs COST
+11,743.1%
-10,284.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.6% | -3.1% | +0.6% | -1.6% |
| 30D | +3.5% | -2.8% | +6.3% | +4.4% |
| 3M | +6.8% | -5.7% | +12.5% | +8.7% |
| 6M | +3.0% | -8.8% | +11.7% | +5.6% |
| YTD | -6.7% | +6.7% | -13.4% | -9.0% |
| 1Y | -10.1% | -3.6% | -6.4% | -9.7% |
| 3Y | +33.0% | +75.1% | -42.0% | +10.4% |
| 5Y | -40.0% | +108.9% | -148.9% | -53.2% |
| 10Y | +21.1% | +586.2% | -565.1% | -34.1% |
| All | +1,458.7% | +11,743.1% | -10,284.4% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling