-5.0%
DIS vs QS
-54.8%
+49.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.2% |
| 7D | +4.4% | +8.0% | -3.6% | +3.9% |
| 30D | +10.3% | -2.8% | +13.2% | +10.4% |
| 3M | +15.5% | -28.1% | +43.6% | +17.6% |
| 6M | +11.2% | -41.0% | +52.2% | +13.9% |
| YTD | +5.6% | -57.3% | +62.9% | +9.9% |
| 1Y | +7.7% | -72.7% | +80.4% | +15.0% |
| 3Y | +39.3% | -18.6% | +57.9% | +32.5% |
| 5Y | -29.5% | -87.0% | +57.5% | -31.4% |
| All | -5.0% | -54.8% | +49.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling