-16.0%
DIS vs QS
-44.4%
+28.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -2.6% | -2.3% | -0.3% | -2.4% |
| 30D | +3.5% | -0.7% | +4.2% | +3.4% |
| 3M | +6.8% | -39.6% | +46.5% | +9.6% |
| 6M | +3.0% | -21.7% | +24.7% | +3.8% |
| YTD | -6.7% | -47.4% | +40.7% | -4.0% |
| 1Y | -10.1% | -28.4% | +18.3% | -10.2% |
| 3Y | +33.0% | -22.6% | +55.6% | +26.9% |
| 5Y | -40.0% | -75.6% | +35.6% | -42.2% |
| All | -16.0% | -44.4% | +28.3% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling