+251.7%
BAC vs DAR
+288.2%
-36.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +0.7% |
| 7D | +2.0% | -2.8% | +4.7% | +2.9% |
| 30D | -6.9% | -12.8% | +5.9% | -2.7% |
| 3M | -19.6% | -11.6% | -8.0% | -16.7% |
| 6M | -0.5% | -16.8% | +16.3% | +4.6% |
| YTD | -6.6% | +45.9% | -52.5% | -20.6% |
| 1Y | -3.0% | +61.5% | -64.4% | -20.8% |
| 3Y | +97.3% | +23.0% | +74.3% | +67.6% |
| 5Y | +21.9% | -35.8% | +57.7% | +29.6% |
| 10Y | +251.7% | +280.4% | -28.7% | +55.7% |
| All | +251.7% | +288.2% | -36.6% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling