+87.4%
BAC vs D
+79.5%
+7.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.2% | +3.0% | -4.2% | -1.9% |
| 30D | -7.7% | +11.5% | -19.2% | -10.2% |
| 3M | -21.2% | +3.7% | -24.9% | -21.9% |
| 6M | -6.8% | +13.5% | -20.4% | -10.0% |
| YTD | -8.7% | +20.7% | -29.4% | -13.6% |
| 1Y | -5.3% | +18.2% | -23.5% | -9.9% |
| 3Y | +87.4% | +73.3% | +14.1% | +51.2% |
| All | +87.4% | +79.5% | +7.9% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling