+251.7%
BAC vs DLR
+174.9%
+76.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.1% | +1.3% |
| 7D | +2.0% | +2.4% | -0.4% | +1.3% |
| 30D | -6.9% | +0.7% | -7.7% | -7.2% |
| 3M | -19.6% | -6.4% | -13.1% | -18.1% |
| 6M | -0.5% | -6.5% | +6.1% | +1.0% |
| YTD | -6.6% | +18.8% | -25.4% | -12.0% |
| 1Y | -3.0% | +9.0% | -12.0% | -6.2% |
| 3Y | +97.3% | +54.5% | +42.8% | +68.3% |
| 5Y | +21.9% | +35.8% | -14.0% | +5.3% |
| 10Y | +251.7% | +177.5% | +74.2% | +180.9% |
| All | +251.7% | +174.9% | +76.7% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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