+217.6%
BAC vs DIS
+32.4%
+185.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +3.2% | +1.9% | +1.3% | +2.2% |
| 30D | -0.7% | +9.2% | -9.9% | -5.4% |
| 3M | -20.0% | +13.5% | -33.5% | -25.7% |
| 6M | +3.4% | +14.3% | -10.9% | -4.9% |
| YTD | -5.7% | +5.4% | -11.1% | -10.1% |
| 1Y | -1.4% | +12.2% | -13.6% | -9.4% |
| 3Y | +97.9% | +37.2% | +60.7% | +55.8% |
| 5Y | +22.9% | -23.1% | +46.1% | +35.8% |
| All | +217.6% | +32.4% | +185.3% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling