+5.9%
DIS vs Q
+56.5%
-50.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -1.3% |
| 7D | +5.7% | -10.3% | +16.0% | +5.9% |
| 30D | +12.7% | -17.7% | +30.3% | +13.2% |
| 3M | +15.2% | -18.8% | +34.0% | +15.8% |
| 6M | +17.6% | -24.8% | +42.3% | +17.7% |
| YTD | +3.8% | +35.0% | -31.2% | -4.2% |
| 1Y | +6.8% | +10.7% | -3.9% | +4.9% |
| All | +5.9% | +56.5% | -50.6% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling