-31.9%
DIS vs QID
-74.8%
+42.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -1.2% |
| 7D | +5.2% | +9.4% | -4.2% | +8.5% |
| 30D | +11.5% | +31.2% | -19.8% | +22.0% |
| 3M | +11.5% | +17.4% | -5.9% | +17.9% |
| 6M | +8.9% | +8.4% | +0.5% | +12.7% |
| YTD | +3.4% | -15.8% | +19.2% | -1.2% |
| 1Y | +7.2% | -16.3% | +23.5% | +2.5% |
| 3Y | +43.3% | -70.4% | +113.7% | -0.9% |
| All | -31.9% | -74.8% | +42.9% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling