+11.4%
DIS vs QQQI
+58.1%
-46.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.1% | +1.3% | -2.4% | -1.9% |
| 30D | +0.1% | +0.2% | -0.1% | 0.0% |
| 3M | +7.1% | +1.5% | +5.6% | +5.5% |
| 6M | +4.3% | +13.2% | -9.0% | -5.4% |
| YTD | -6.9% | +11.6% | -18.5% | -14.8% |
| 1Y | -10.3% | +18.0% | -28.3% | -21.4% |
| All | +11.4% | +58.1% | -46.7% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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