+46.0%
DIS vs QLD
+168.6%
-122.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.8% |
| 7D | +9.1% | -9.4% | +18.5% | +11.4% |
| 30D | +14.8% | -17.1% | +31.9% | +19.5% |
| 3M | +21.2% | -10.4% | +31.6% | +23.5% |
| 6M | +18.3% | +0.7% | +17.6% | +15.4% |
| YTD | +5.4% | +17.7% | -12.4% | -2.2% |
| 1Y | +8.3% | +14.7% | -6.4% | +1.1% |
| All | +46.0% | +168.6% | -122.5% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling