+392.9%
BAC vs DGX
+255.3%
+137.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | -2.8% | -1.2% | -1.6% | -2.4% |
| 3M | +14.2% | +15.8% | -1.5% | +7.3% |
| 6M | +30.5% | +18.2% | +12.4% | +21.3% |
| YTD | +15.8% | +37.2% | -21.4% | +0.4% |
| 1Y | +26.2% | +30.4% | -4.2% | +11.5% |
| 3Y | +136.5% | +96.7% | +39.8% | +70.8% |
| 5Y | +75.9% | +67.2% | +8.8% | +34.0% |
| All | +392.9% | +255.3% | +137.6% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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