+974.2%
BAC vs DAR
+1,762.6%
-788.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | -0.4% | +12.8% | -13.2% | -1.8% |
| 3M | +16.9% | +7.4% | +9.5% | +15.8% |
| 6M | +26.6% | +22.3% | +4.3% | +23.4% |
| YTD | +15.8% | +81.1% | -65.3% | +8.1% |
| 1Y | +27.2% | +106.5% | -79.3% | +16.8% |
| 3Y | +132.4% | +5.3% | +127.1% | +126.5% |
| 5Y | +72.6% | -11.5% | +84.1% | +70.0% |
| 10Y | +389.7% | +353.3% | +36.4% | +311.5% |
| All | +974.2% | +1,762.6% | -788.4% | +803.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling