+7.7%
DIS vs Q
+32.1%
-24.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.9% | -4.9% | +1.9% |
| 7D | +5.3% | +8.4% | -3.1% | +5.1% |
| 30D | +10.2% | -1.2% | +11.4% | +10.3% |
| 3M | +13.5% | -9.3% | +22.8% | +14.0% |
| 6M | +11.1% | -15.0% | +26.1% | +11.0% |
| YTD | +5.5% | +53.5% | -48.0% | -3.2% |
| All | +7.7% | +32.1% | -24.4% | +3.0% |
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