+21.2%
DIS vs QID
-99.1%
+120.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.1% |
| 7D | -1.1% | -2.7% | +1.6% | -2.0% |
| 30D | +0.1% | +1.8% | -1.7% | +0.8% |
| 3M | +7.1% | -2.2% | +9.2% | +6.9% |
| 6M | +4.3% | -32.1% | +36.4% | -7.6% |
| YTD | -6.9% | -28.6% | +21.6% | -15.8% |
| 1Y | -10.3% | -36.3% | +26.0% | -21.6% |
| 3Y | +32.8% | -74.4% | +107.2% | -9.5% |
| 5Y | -41.5% | -80.8% | +39.3% | -58.9% |
| 10Y | +21.2% | -99.1% | +120.3% | -59.4% |
| All | +21.2% | -99.1% | +120.3% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling