+87.4%
BAC vs DIS
+41.5%
+45.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +5.2% | -6.4% | -2.9% |
| 30D | -7.7% | +11.5% | -19.1% | -11.1% |
| 3M | -21.2% | +11.5% | -32.7% | -24.3% |
| 6M | -6.8% | +8.9% | -15.7% | -9.9% |
| YTD | -8.7% | +3.4% | -12.1% | -10.4% |
| 1Y | -5.3% | +7.2% | -12.5% | -8.6% |
| 3Y | +87.4% | +43.3% | +44.1% | +69.7% |
| All | +87.4% | +41.5% | +45.9% | +69.7% |
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 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