+20.6%
BAC vs DIS
-24.2%
+44.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.9% | +0.6% | -2.4% | -2.1% |
| 30D | -7.2% | +10.3% | -17.5% | -10.9% |
| 3M | -20.4% | +15.6% | -36.0% | -25.4% |
| 6M | +1.3% | +15.1% | -13.9% | -5.2% |
| YTD | -6.4% | +6.0% | -12.4% | -9.7% |
| 1Y | -3.5% | +5.7% | -9.2% | -7.0% |
| 3Y | +96.7% | +39.8% | +56.9% | +62.7% |
| 5Y | +20.6% | -23.9% | +44.5% | +33.3% |
| All | +20.6% | -24.2% | +44.8% | +33.3% |
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