+396.6%
BAC vs D
+35.0%
+361.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | +1.5% | -0.4% | +0.5% |
| 30D | -0.4% | -2.6% | +2.2% | +0.6% |
| 3M | +16.9% | 0.0% | +16.9% | +16.7% |
| 6M | +26.6% | +7.4% | +19.3% | +22.5% |
| YTD | +15.8% | +15.9% | -0.1% | +8.4% |
| 1Y | +27.2% | +18.1% | +9.0% | +17.8% |
| 3Y | +132.4% | +58.4% | +74.0% | +86.3% |
| 5Y | +72.6% | +5.2% | +67.4% | +63.0% |
| All | +396.6% | +35.0% | +361.5% | +380.5% |
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