+34.7%
DIS vs QLD
+1,338.5%
-1,303.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.7% | +11.3% | +2.7% |
| 7D | +5.7% | -18.6% | +24.2% | +12.5% |
| 30D | +12.7% | -28.3% | +41.0% | +24.7% |
| 3M | +15.2% | -20.4% | +35.6% | +22.7% |
| 6M | +17.6% | -14.3% | +31.8% | +20.2% |
| YTD | +3.8% | +2.8% | +1.1% | -0.9% |
| 1Y | +6.8% | -1.2% | +8.0% | +3.0% |
| 3Y | +42.1% | +135.3% | -93.2% | -4.1% |
| 5Y | -31.2% | +62.6% | -93.7% | -50.6% |
| All | +34.7% | +1,338.5% | -1,303.8% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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