-16.2%
DIS vs QS
-43.2%
+27.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -1.1% | +2.2% | -3.3% | -1.2% |
| 30D | +0.1% | -8.1% | +8.2% | +0.6% |
| 3M | +7.1% | -27.0% | +34.1% | +8.7% |
| 6M | +4.3% | -16.4% | +20.7% | +4.7% |
| YTD | -6.9% | -46.4% | +39.4% | -4.3% |
| 1Y | -10.3% | -41.1% | +30.8% | -9.2% |
| 3Y | +32.8% | -18.6% | +51.5% | +26.3% |
| 5Y | -41.5% | -73.0% | +31.6% | -43.7% |
| All | -16.2% | -43.2% | +27.0% | -18.0% |
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