+414.2%
BAC vs DG
+606.1%
-191.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.4% |
| 7D | +1.1% | +8.4% | -7.3% | -0.5% |
| 30D | -0.4% | +4.9% | -5.3% | -1.4% |
| 3M | +16.9% | +29.3% | -12.4% | +10.7% |
| 6M | +26.6% | -11.3% | +37.9% | +28.8% |
| YTD | +15.8% | +1.8% | +14.0% | +14.4% |
| 1Y | +27.2% | +25.3% | +1.8% | +19.8% |
| 3Y | +132.4% | +9.1% | +123.3% | +117.0% |
| 5Y | +72.6% | -34.9% | +107.5% | +81.3% |
| 10Y | +389.7% | +108.2% | +281.6% | +260.3% |
| All | +414.2% | +606.1% | -191.9% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling