+94.4%
QQQ vs DIS
-41.2%
+135.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +1.5% | -1.1% | +2.6% | +1.9% |
| 30D | -0.6% | +0.1% | -0.8% | -0.9% |
| 3M | +0.4% | +7.1% | -6.6% | -2.9% |
| 6M | +20.1% | +4.3% | +15.8% | +17.1% |
| YTD | +17.2% | -6.9% | +24.2% | +19.4% |
| 1Y | +24.7% | -10.3% | +35.0% | +28.7% |
| 3Y | +96.2% | +32.8% | +63.3% | +60.6% |
| 5Y | +94.4% | -41.5% | +135.9% | +123.8% |
| All | +94.4% | -41.2% | +135.6% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling