+94.5%
QQQ vs DIS
-42.0%
+136.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | +1.0% | -3.5% | +4.5% | +2.4% |
| 30D | -0.6% | +1.0% | -1.6% | -1.2% |
| 3M | +1.3% | +5.7% | -4.4% | -1.5% |
| 6M | +18.1% | +3.3% | +14.9% | +15.6% |
| YTD | +16.9% | -7.7% | +24.6% | +19.4% |
| 1Y | +24.0% | -10.0% | +33.9% | +27.7% |
| 3Y | +95.6% | +31.7% | +63.9% | +60.7% |
| 5Y | +94.5% | -42.2% | +136.7% | +125.4% |
| All | +94.5% | -42.0% | +136.5% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling