+86.7%
QQQ vs DIS
+39.9%
+46.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.0% |
| 7D | -0.3% | +5.3% | -5.6% | -1.6% |
| 30D | -9.6% | +10.2% | -19.8% | -11.9% |
| 3M | -5.9% | +13.5% | -19.5% | -9.2% |
| 6M | -4.3% | +11.1% | -15.4% | -7.2% |
| YTD | +11.0% | +5.5% | +5.5% | +8.8% |
| 1Y | +11.9% | +9.1% | +2.8% | +8.4% |
| 3Y | +86.7% | +36.0% | +50.7% | +66.8% |
| All | +86.7% | +39.9% | +46.8% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling