+233.0%
BAC vs DAR
+290.1%
-57.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.8% |
| 7D | -1.9% | +3.6% | -5.5% | -3.1% |
| 30D | -7.2% | -11.3% | +4.1% | -3.5% |
| 3M | -20.4% | -13.1% | -7.3% | -17.1% |
| 6M | +1.3% | -15.1% | +16.4% | +5.7% |
| YTD | -6.4% | +50.5% | -56.9% | -21.3% |
| 1Y | -3.5% | +57.9% | -61.4% | -20.5% |
| 3Y | +96.7% | +28.9% | +67.8% | +64.1% |
| 5Y | +20.6% | -31.4% | +52.0% | +24.8% |
| 10Y | +233.0% | +301.0% | -68.0% | +44.0% |
| All | +233.0% | +290.1% | -57.0% | +44.0% |
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