+354.4%
DIS vs QLD
+9,036.4%
-8,682.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | -2.6% | +0.6% | -3.1% | -2.8% |
| 30D | +3.5% | -0.1% | +3.6% | +3.3% |
| 3M | +6.8% | -8.4% | +15.2% | +8.5% |
| 6M | +3.0% | +32.2% | -29.2% | -10.4% |
| YTD | -6.7% | +28.9% | -35.6% | -18.3% |
| 1Y | -10.1% | +43.8% | -53.9% | -25.3% |
| 3Y | +33.0% | +176.6% | -143.6% | -20.6% |
| 5Y | -40.0% | +121.6% | -161.6% | -63.4% |
| 10Y | +21.1% | +1,652.9% | -1,631.9% | -75.3% |
| All | +354.4% | +9,036.4% | -8,682.0% | -70.0% |
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 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