+413.3%
DIS vs QLD
+8,245.8%
-7,832.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.4% |
| 7D | +9.1% | -9.4% | +18.5% | +13.2% |
| 30D | +14.8% | -17.1% | +31.9% | +22.9% |
| 3M | +21.2% | -10.4% | +31.6% | +25.3% |
| 6M | +18.3% | +0.7% | +17.6% | +14.4% |
| YTD | +5.4% | +17.7% | -12.4% | -5.1% |
| 1Y | +8.3% | +14.7% | -6.4% | -1.8% |
| 3Y | +44.2% | +169.6% | -125.4% | -13.5% |
| 5Y | -28.0% | +86.7% | -114.6% | -53.1% |
| 10Y | +39.6% | +1,600.8% | -1,561.1% | -71.5% |
| All | +413.3% | +8,245.8% | -7,832.5% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling