+391.8%
BAC vs DD
+69.4%
+322.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | -0.7% | -7.4% | +6.7% | +3.5% |
| 3M | +16.9% | -6.4% | +23.4% | +20.8% |
| 6M | +29.6% | -2.5% | +32.1% | +29.5% |
| YTD | +15.3% | +10.2% | +5.0% | +6.4% |
| 1Y | +28.8% | +36.9% | -8.1% | +3.7% |
| 3Y | +136.4% | +47.0% | +89.4% | +74.6% |
| 5Y | +72.9% | +63.1% | +9.8% | +16.5% |
| 10Y | +391.8% | +68.2% | +323.6% | +151.1% |
| All | +391.8% | +69.4% | +322.4% | +151.1% |
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