+237.7%
BAC vs D
+44.7%
+193.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.1% | +2.4% | -0.3% | +1.1% |
| 30D | -6.7% | +10.9% | -17.6% | -10.6% |
| 3M | -20.2% | +2.8% | -23.1% | -21.3% |
| 6M | -0.2% | +12.7% | -12.9% | -5.4% |
| YTD | -6.4% | +20.3% | -26.7% | -13.9% |
| 1Y | -3.1% | +17.1% | -20.2% | -10.1% |
| 3Y | +96.7% | +75.1% | +21.6% | +50.3% |
| 5Y | +21.3% | +13.1% | +8.1% | +11.0% |
| 10Y | +237.7% | +48.3% | +189.5% | +243.2% |
| All | +237.7% | +44.7% | +193.0% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling