+263.2%
BAC vs D
+42.6%
+220.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -1.2% | +3.0% | -4.2% | -2.3% |
| 30D | -7.7% | +11.5% | -19.2% | -11.6% |
| 3M | -21.2% | +3.7% | -24.9% | -22.4% |
| 6M | -6.8% | +13.5% | -20.4% | -11.8% |
| YTD | -8.7% | +20.7% | -29.4% | -16.0% |
| 1Y | -5.3% | +18.2% | -23.5% | -12.3% |
| 3Y | +87.4% | +73.3% | +14.1% | +44.6% |
| 5Y | +18.9% | +12.3% | +6.7% | +9.3% |
| All | +263.2% | +42.6% | +220.6% | +256.8% |
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