-10.0%
DIS vs QS
-45.8%
+35.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | -0.5% |
| 7D | -3.5% | -4.2% | +0.7% | -3.3% |
| 30D | +1.0% | -15.7% | +16.6% | +1.8% |
| 3M | +5.7% | -28.7% | +34.4% | +7.2% |
| 6M | +3.3% | -23.2% | +26.5% | +4.1% |
| YTD | -7.7% | -49.9% | +42.2% | -6.1% |
| 1Y | -10.0% | -38.8% | +28.9% | -4.8% |
| All | -10.0% | -45.8% | +35.8% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling