+18.0%
BAC vs DIS
-32.6%
+50.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +5.2% | -6.4% | -3.2% |
| 30D | -7.7% | +11.5% | -19.1% | -11.8% |
| 3M | -21.2% | +11.5% | -32.7% | -24.9% |
| 6M | -6.8% | +8.9% | -15.7% | -10.7% |
| YTD | -8.7% | +3.4% | -12.1% | -11.0% |
| 1Y | -5.3% | +7.2% | -12.5% | -9.4% |
| 3Y | +87.4% | +43.3% | +44.1% | +53.2% |
| All | +18.0% | -32.6% | +50.6% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling