+1,064.4%
BAC vs DD
+1,082.4%
-18.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | -1.2% | +4.6% | -5.8% | -4.0% |
| 30D | -7.7% | +11.8% | -19.4% | -13.7% |
| 3M | -21.2% | +2.2% | -23.3% | -22.6% |
| 6M | -6.8% | -1.6% | -5.2% | -7.3% |
| YTD | -8.7% | +23.0% | -31.7% | -21.0% |
| 1Y | -5.3% | +26.9% | -32.2% | -19.6% |
| 3Y | +87.4% | +77.9% | +9.6% | +25.2% |
| 5Y | +18.9% | +59.9% | -41.0% | -16.9% |
| 10Y | +273.3% | +90.1% | +183.2% | +121.6% |
| All | +1,064.4% | +1,082.4% | -18.0% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling