+30.2%
DIS vs QSR
+25.9%
+4.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -3.5% | -2.4% | -1.2% | -3.0% |
| 30D | +1.0% | +5.7% | -4.7% | -0.3% |
| 3M | +5.7% | +6.9% | -1.3% | +4.0% |
| 6M | +3.3% | +6.9% | -3.6% | +1.1% |
| YTD | -7.7% | +14.9% | -22.6% | -11.3% |
| 1Y | -10.0% | +29.1% | -39.1% | -16.2% |
| All | +30.2% | +25.9% | +4.3% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling