+31.0%
DIS vs QSR
+137.8%
-106.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.6% |
| 7D | +0.9% | -3.9% | +4.8% | +2.5% |
| 30D | +8.9% | +5.9% | +3.0% | +6.4% |
| 3M | +14.5% | +1.7% | +12.9% | +13.7% |
| 6M | +12.2% | -1.9% | +14.1% | +12.7% |
| YTD | +4.7% | +13.6% | -8.9% | -1.4% |
| 1Y | +2.8% | +13.1% | -10.3% | -3.2% |
| 3Y | +38.1% | +21.8% | +16.3% | +23.5% |
| 5Y | -23.6% | +57.2% | -80.8% | -39.4% |
| All | +31.0% | +137.8% | -106.8% | -11.9% |
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