+746.9%
BAC vs DAR
+1,334.0%
-587.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.2% | -9.9% | +8.8% | -0.1% |
| 30D | -7.7% | -16.4% | +8.7% | -5.9% |
| 3M | -21.2% | -17.1% | -4.1% | -19.7% |
| 6M | -6.8% | -20.5% | +13.6% | -4.9% |
| YTD | -8.7% | +39.4% | -48.1% | -12.4% |
| 1Y | -5.3% | +57.2% | -62.5% | -10.4% |
| 3Y | +87.4% | +13.9% | +73.6% | +81.3% |
| 5Y | +18.9% | -40.8% | +59.7% | +22.1% |
| 10Y | +273.3% | +276.2% | -2.9% | +220.4% |
| All | +746.9% | +1,334.0% | -587.1% | +632.1% |
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