+22.7%
DIS vs QSR
+133.7%
-111.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | -1.3% | -4.7% | +3.4% | +0.6% |
| 30D | +2.2% | +4.3% | -2.1% | +0.5% |
| 3M | +8.1% | +5.4% | +2.7% | +5.8% |
| 6M | +5.2% | +8.2% | -2.9% | +1.4% |
| YTD | -6.3% | +14.1% | -20.4% | -11.7% |
| 1Y | -7.3% | +28.1% | -35.4% | -17.0% |
| 3Y | +33.8% | +25.3% | +8.5% | +18.3% |
| 5Y | -40.7% | +40.4% | -81.1% | -50.6% |
| All | +22.7% | +133.7% | -111.1% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling