+1,376.8%
BAC vs DIS
+1,507.4%
-130.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.4% |
| 7D | +0.6% | -2.6% | +3.2% | +2.0% |
| 30D | -0.9% | +3.5% | -4.4% | -3.0% |
| 3M | +16.3% | +6.8% | +9.5% | +11.4% |
| 6M | +26.0% | +3.0% | +23.0% | +22.6% |
| YTD | +15.2% | -6.7% | +21.9% | +17.7% |
| 1Y | +26.5% | -10.1% | +36.6% | +31.4% |
| 3Y | +132.4% | +33.0% | +99.4% | +87.9% |
| 5Y | +72.6% | -40.0% | +112.6% | +111.6% |
| 10Y | +389.7% | +21.1% | +368.7% | +294.7% |
| All | +1,376.8% | +1,507.4% | -130.6% | +220.3% |
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 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