+214.5%
BAC vs DG
+105.9%
+108.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | 0.0% |
| 7D | +1.5% | -2.5% | +4.0% | +1.9% |
| 30D | -6.4% | +7.7% | -14.1% | -7.5% |
| 3M | -21.7% | +13.1% | -34.8% | -23.3% |
| 6M | +0.5% | +32.0% | -31.5% | -4.3% |
| YTD | -6.7% | +3.3% | -10.0% | -7.9% |
| 1Y | -4.7% | +31.7% | -36.3% | -9.8% |
| 3Y | +96.1% | +21.7% | +74.4% | +81.8% |
| 5Y | +21.7% | -34.7% | +56.4% | +30.3% |
| All | +214.5% | +105.9% | +108.5% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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