-29.5%
DIS vs QSR
+58.9%
-88.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +4.4% | +4.5% | -0.1% | +2.6% |
| 30D | +10.3% | +9.4% | +0.9% | +6.5% |
| 3M | +15.5% | +7.5% | +8.0% | +12.2% |
| 6M | +11.2% | -0.8% | +12.0% | +11.2% |
| YTD | +5.6% | +16.9% | -11.3% | -1.8% |
| 1Y | +7.7% | +16.3% | -8.5% | +0.2% |
| 3Y | +39.3% | +25.3% | +14.0% | +21.0% |
| 5Y | -29.5% | +60.4% | -89.9% | -50.1% |
| All | -29.5% | +58.9% | -88.4% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling