+97.3%
BAC vs DIS
+39.9%
+57.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.5% |
| 7D | +2.0% | +5.3% | -3.3% | +0.1% |
| 30D | -6.9% | +10.2% | -17.2% | -10.2% |
| 3M | -19.6% | +13.5% | -33.1% | -23.3% |
| 6M | -0.5% | +11.1% | -11.6% | -4.6% |
| YTD | -6.6% | +5.5% | -12.1% | -9.1% |
| 1Y | -3.0% | +9.1% | -12.1% | -7.1% |
| 3Y | +97.3% | +36.0% | +61.3% | +72.8% |
| All | +97.3% | +39.9% | +57.4% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling