+27.0%
DIS vs QSR
+218.5%
-191.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +2.4% | -5.0% | -3.4% |
| 30D | +3.5% | +7.6% | -4.1% | +0.7% |
| 3M | +6.8% | +12.6% | -5.8% | +2.2% |
| 6M | +3.0% | +14.4% | -11.4% | -2.5% |
| YTD | -6.7% | +19.6% | -26.3% | -13.3% |
| 1Y | -10.1% | +33.9% | -44.0% | -20.2% |
| 3Y | +33.0% | +27.1% | +5.9% | +18.3% |
| 5Y | -40.0% | +48.5% | -88.5% | -50.2% |
| 10Y | +21.1% | +126.2% | -105.2% | -16.5% |
| All | +27.0% | +218.5% | -191.5% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling