+33.8%
DIS vs QLD
+178.0%
-144.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -2.6% | +0.6% | -3.1% | -2.7% |
| 30D | +3.5% | -0.1% | +3.6% | +3.4% |
| 3M | +6.8% | -8.4% | +15.2% | +8.3% |
| 6M | +3.0% | +32.2% | -29.2% | -6.4% |
| YTD | -6.7% | +28.9% | -35.6% | -14.8% |
| 1Y | -10.1% | +43.8% | -53.9% | -20.9% |
| All | +33.8% | +178.0% | -144.2% | -5.0% |
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