-1.5%
BAC vs DIS
+8.7%
-10.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | +3.1% |
| 7D | +1.5% | +9.1% | -7.6% | -0.2% |
| 30D | -4.4% | +14.8% | -19.2% | -6.9% |
| 3M | -17.5% | +21.2% | -38.7% | -20.7% |
| 6M | -0.1% | +18.3% | -18.4% | -3.6% |
| YTD | -4.6% | +5.4% | -10.0% | -6.5% |
| 1Y | -1.5% | +8.3% | -9.8% | -4.2% |
| All | -1.5% | +8.7% | -10.3% | -4.2% |
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