+251.7%
BAC vs DIS
+40.1%
+211.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.2% |
| 7D | +2.0% | +5.3% | -3.3% | -0.8% |
| 30D | -6.9% | +10.2% | -17.2% | -11.8% |
| 3M | -19.6% | +13.5% | -33.1% | -25.3% |
| 6M | -0.5% | +11.1% | -11.6% | -7.0% |
| YTD | -6.6% | +5.5% | -12.1% | -11.0% |
| 1Y | -3.0% | +9.1% | -12.1% | -9.6% |
| 3Y | +97.3% | +36.0% | +61.3% | +56.1% |
| 5Y | +21.9% | -29.8% | +51.7% | +42.9% |
| 10Y | +251.7% | +36.6% | +215.1% | +154.6% |
| All | +251.7% | +40.1% | +211.6% | +154.6% |
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