+135.1%
BAC vs DIS
+33.4%
+101.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.6% |
| 7D | +1.1% | -2.6% | +3.7% | +2.0% |
| 30D | -0.4% | +3.5% | -3.9% | -1.8% |
| 3M | +16.9% | +6.8% | +10.1% | +13.6% |
| 6M | +26.6% | +3.0% | +23.6% | +24.5% |
| YTD | +15.8% | -6.7% | +22.5% | +18.0% |
| 1Y | +27.2% | -10.1% | +37.2% | +31.3% |
| All | +135.1% | +33.4% | +101.7% | +104.7% |
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