+17.6%
DIS vs Q
-23.4%
+40.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -2.0% |
| 7D | +5.7% | -10.3% | +16.0% | +4.8% |
| 30D | +12.7% | -17.7% | +30.3% | +11.2% |
| 3M | +15.2% | -18.8% | +34.0% | +13.9% |
| 6M | +17.6% | -24.8% | +42.3% | +14.5% |
| All | +17.6% | -23.4% | +40.9% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling