+12.2%
DIS vs QSR
-2.4%
+14.6%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.5% |
| 7D | +0.9% | -3.9% | +4.8% | +2.7% |
| 30D | +8.9% | +5.9% | +3.0% | +6.0% |
| 3M | +14.5% | +1.7% | +12.9% | +13.5% |
| 6M | +12.2% | -1.9% | +14.1% | +10.2% |
| All | +12.2% | -2.4% | +14.6% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling