-7.3%
DIS vs QSR
+28.0%
-35.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.7% |
| 7D | -1.3% | -4.7% | +3.4% | -0.2% |
| 30D | +2.2% | +4.3% | -2.1% | +1.4% |
| 3M | +8.1% | +5.4% | +2.7% | +7.1% |
| 6M | +5.2% | +8.2% | -2.9% | +2.3% |
| YTD | -6.3% | +14.1% | -20.4% | -9.6% |
| 1Y | -7.3% | +28.1% | -35.4% | -11.4% |
| All | -7.3% | +28.0% | -35.3% | -11.4% |
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 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