-5.7%
DIS vs QS
-60.6%
+54.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.7% | -0.7% |
| 7D | +0.9% | -5.6% | +6.5% | +1.2% |
| 30D | +8.9% | -5.8% | +14.7% | +9.2% |
| 3M | +14.5% | -39.2% | +53.7% | +17.7% |
| 6M | +12.2% | -53.9% | +66.1% | +16.7% |
| YTD | +4.7% | -62.8% | +67.5% | +9.9% |
| 1Y | +2.8% | -73.5% | +76.3% | +9.9% |
| 3Y | +38.1% | -29.1% | +67.2% | +32.5% |
| 5Y | -23.6% | -90.0% | +66.4% | -25.1% |
| All | -5.7% | -60.6% | +54.9% | -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