+71.4%
BAC vs DIS
-40.0%
+111.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.7% |
| 7D | +1.1% | -2.6% | +3.7% | +2.2% |
| 30D | -0.4% | +3.5% | -3.9% | -2.0% |
| 3M | +16.9% | +6.8% | +10.1% | +13.1% |
| 6M | +26.6% | +3.0% | +23.6% | +24.1% |
| YTD | +15.8% | -6.7% | +22.5% | +18.1% |
| 1Y | +27.2% | -10.1% | +37.2% | +31.5% |
| 3Y | +132.4% | +33.0% | +99.4% | +95.7% |
| All | +71.4% | -40.0% | +111.4% | +103.6% |
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