+43.3%
DIS vs QID
-70.5%
+113.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -1.0% |
| 7D | +5.2% | +9.4% | -4.2% | +7.5% |
| 30D | +11.5% | +31.2% | -19.8% | +18.8% |
| 3M | +11.5% | +17.4% | -5.9% | +15.9% |
| 6M | +8.9% | +8.4% | +0.5% | +11.3% |
| YTD | +3.4% | -15.8% | +19.2% | -0.8% |
| 1Y | +7.2% | -16.3% | +23.5% | +3.0% |
| 3Y | +43.3% | -70.4% | +113.7% | +20.5% |
| All | +43.3% | -70.5% | +113.8% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling