-1.5%
BAC vs DAR
+63.3%
-64.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.4% | +4.1% |
| 7D | +1.5% | -5.7% | +7.2% | +1.8% |
| 30D | -4.4% | -16.6% | +12.2% | -3.5% |
| 3M | -17.5% | -13.1% | -4.4% | -16.9% |
| 6M | -0.1% | -18.8% | +18.7% | +1.4% |
| YTD | -4.6% | +45.3% | -49.9% | -14.1% |
| 1Y | -1.5% | +60.6% | -62.1% | -13.2% |
| All | -1.5% | +63.3% | -64.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling