-41.1%
DIS vs QLD
+121.5%
-162.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -2.6% | +0.6% | -3.1% | -2.8% |
| 30D | +3.5% | -0.1% | +3.6% | +3.4% |
| 3M | +6.8% | -8.4% | +15.2% | +8.4% |
| 6M | +3.0% | +32.2% | -29.2% | -8.7% |
| YTD | -6.7% | +28.9% | -35.6% | -16.8% |
| 1Y | -10.1% | +43.8% | -53.9% | -23.5% |
| 3Y | +33.0% | +176.6% | -143.6% | -16.6% |
| All | -41.1% | +121.5% | -162.6% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling