+1,570.9%
QQQ vs DIS
+309.1%
+1,261.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | +0.4% | -2.6% | +2.9% | +1.6% |
| 30D | +0.2% | +3.5% | -3.3% | -1.6% |
| 3M | -2.8% | +6.8% | -9.6% | -6.4% |
| 6M | +18.0% | +3.0% | +15.0% | +15.2% |
| YTD | +17.3% | -6.7% | +24.0% | +19.4% |
| 1Y | +25.6% | -10.1% | +35.7% | +29.5% |
| 3Y | +93.7% | +33.0% | +60.7% | +60.3% |
| 5Y | +94.2% | -40.0% | +134.1% | +130.8% |
| 10Y | +557.9% | +21.1% | +536.8% | +417.1% |
| All | +1,570.9% | +309.1% | +1,261.9% | +486.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling