+28.8%
BAC vs DG
+18.0%
+10.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.2% |
| 7D | +1.2% | -2.5% | +3.6% | +1.3% |
| 30D | -0.7% | +1.0% | -1.7% | -0.8% |
| 3M | +16.9% | +20.3% | -3.4% | +15.0% |
| 6M | +29.6% | -11.7% | +41.3% | +30.6% |
| YTD | +15.3% | -2.3% | +17.6% | +15.2% |
| 1Y | +28.8% | +20.0% | +8.8% | +27.3% |
| All | +28.8% | +18.0% | +10.8% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling