-42.2%
DIS vs QSR
+43.4%
-85.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | -3.5% | -2.4% | -1.2% | -2.7% |
| 30D | +1.0% | +5.7% | -4.7% | -1.2% |
| 3M | +5.7% | +6.9% | -1.3% | +2.9% |
| 6M | +3.3% | +6.9% | -3.6% | -0.1% |
| YTD | -7.7% | +14.9% | -22.6% | -13.5% |
| 1Y | -10.0% | +29.1% | -39.1% | -20.0% |
| 3Y | +31.7% | +26.1% | +5.6% | +13.8% |
| 5Y | -42.2% | +42.3% | -84.5% | -56.6% |
| All | -42.2% | +43.4% | -85.6% | -56.6% |
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