+1,072.4%
BAC vs DIS
+1,689.2%
-616.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -2.8% |
| 7D | -2.7% | +5.7% | -8.4% | -5.6% |
| 30D | -8.0% | +12.7% | -20.7% | -13.9% |
| 3M | -20.9% | +15.2% | -36.1% | -27.2% |
| 6M | -5.4% | +17.6% | -22.9% | -14.6% |
| YTD | -8.1% | +3.8% | -11.9% | -11.7% |
| 1Y | -3.1% | +6.8% | -9.9% | -8.7% |
| 3Y | +88.1% | +42.1% | +46.0% | +46.5% |
| 5Y | +19.7% | -31.2% | +50.9% | +35.9% |
| 10Y | +275.9% | +37.6% | +238.3% | +181.5% |
| All | +1,072.4% | +1,689.2% | -616.8% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling