-4.9%
DIS vs Q
+71.3%
-76.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +3.5% | -11.1% | +14.6% | +4.0% |
| 3M | +6.8% | -22.1% | +28.9% | +7.8% |
| 6M | +3.0% | +0.5% | +2.5% | +0.3% |
| YTD | -6.7% | +47.8% | -54.5% | -14.0% |
| All | -4.9% | +71.3% | -76.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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