+18.0%
BAC vs DG
-34.7%
+52.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.4% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | -7.7% | +9.5% | -17.2% | -8.4% |
| 3M | -21.2% | +5.5% | -26.6% | -21.6% |
| 6M | -6.8% | +16.1% | -22.9% | -8.3% |
| YTD | -8.7% | +2.7% | -11.4% | -9.3% |
| 1Y | -5.3% | +42.1% | -47.4% | -8.6% |
| 3Y | +87.4% | +19.3% | +68.2% | +81.3% |
| All | +18.0% | -34.7% | +52.7% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling