+237.7%
BAC vs DD
+100.9%
+136.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.4% |
| 7D | +2.1% | +2.2% | -0.2% | +0.7% |
| 30D | -6.7% | +20.7% | -27.4% | -16.3% |
| 3M | -20.2% | +11.3% | -31.6% | -25.4% |
| 6M | -0.2% | +6.0% | -6.2% | -4.6% |
| YTD | -6.4% | +31.7% | -38.1% | -22.1% |
| 1Y | -3.1% | +32.2% | -35.3% | -19.7% |
| 3Y | +96.7% | +92.7% | +4.1% | +23.8% |
| 5Y | +21.3% | +72.1% | -50.8% | -19.8% |
| 10Y | +237.7% | +99.7% | +138.1% | +57.2% |
| All | +237.7% | +100.9% | +136.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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