+534.7%
QQQ vs DIS
+32.4%
+502.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +3.6% | +1.9% | +1.7% | +2.9% |
| 30D | -6.7% | +9.2% | -15.9% | -10.0% |
| 3M | -7.0% | +13.5% | -20.6% | -12.0% |
| 6M | -4.7% | +14.3% | -18.9% | -10.4% |
| YTD | +11.1% | +5.4% | +5.7% | +7.3% |
| 1Y | +12.3% | +12.2% | +0.1% | +5.5% |
| 3Y | +83.3% | +37.2% | +46.1% | +53.2% |
| 5Y | +77.5% | -23.1% | +100.6% | +86.5% |
| All | +534.7% | +32.4% | +502.3% | +390.8% |
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