+24.0%
QQQ vs DIS
-10.8%
+34.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | +1.0% | -3.5% | +4.5% | +1.4% |
| 30D | -0.6% | +1.0% | -1.6% | -0.9% |
| 3M | +1.3% | +5.7% | -4.4% | +0.4% |
| 6M | +18.1% | +3.3% | +14.9% | +17.0% |
| YTD | +16.9% | -7.7% | +24.6% | +17.2% |
| 1Y | +24.0% | -10.0% | +33.9% | +23.0% |
| All | +24.0% | -10.8% | +34.8% | +23.0% |
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