+7.7%
DIS vs Q
+75.8%
-68.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | +4.4% | +4.0% | +0.4% | +4.3% |
| 30D | +10.3% | -2.3% | +12.7% | +10.4% |
| 3M | +15.5% | -7.9% | +23.5% | +15.8% |
| 6M | +11.2% | -16.0% | +27.2% | +11.2% |
| YTD | +5.6% | +51.7% | -46.1% | -2.8% |
| 1Y | +7.7% | +28.3% | -20.6% | +4.6% |
| All | +7.7% | +75.8% | -68.2% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling