+11.3%
QQQ vs DIS
+4.7%
+6.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +6.4% | +0.9% | +5.5% | +6.3% |
| 30D | -7.5% | +8.9% | -16.3% | -8.2% |
| 3M | -4.8% | +14.5% | -19.4% | -6.2% |
| 6M | -2.5% | +12.2% | -14.7% | -3.3% |
| YTD | +12.4% | +4.7% | +7.7% | +11.0% |
| 1Y | +11.3% | +2.8% | +8.5% | +10.1% |
| All | +11.3% | +4.7% | +6.6% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling