+39.3%
DIS vs QSR
+25.8%
+13.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +4.4% | +4.5% | -0.1% | +3.2% |
| 30D | +10.3% | +9.4% | +0.9% | +7.7% |
| 3M | +15.5% | +7.5% | +8.0% | +13.4% |
| 6M | +11.2% | -0.8% | +12.0% | +11.1% |
| YTD | +5.6% | +16.9% | -11.3% | +0.9% |
| 1Y | +7.7% | +16.3% | -8.5% | +2.9% |
| 3Y | +39.3% | +25.3% | +14.0% | +31.8% |
| All | +39.3% | +25.8% | +13.5% | +31.8% |
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