-10.1%
DIS vs QSR
+33.2%
-43.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +2.4% | -5.0% | -3.1% |
| 30D | +3.5% | +7.6% | -4.1% | +2.0% |
| 3M | +6.8% | +12.6% | -5.8% | +4.6% |
| 6M | +3.0% | +14.4% | -11.4% | -0.9% |
| YTD | -6.7% | +19.6% | -26.3% | -10.8% |
| 1Y | -10.1% | +33.9% | -44.0% | -14.3% |
| All | -10.1% | +33.2% | -43.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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