+81.3%
BAC vs DLR
+3,340.7%
-3,259.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.2% | -3.6% | +2.4% | +1.0% |
| 30D | -7.7% | -3.5% | -4.2% | -5.8% |
| 3M | -21.2% | -8.9% | -12.2% | -17.0% |
| 6M | -6.8% | -11.6% | +4.7% | -1.2% |
| YTD | -8.7% | +14.9% | -23.6% | -18.0% |
| 1Y | -5.3% | +6.4% | -11.7% | -11.1% |
| 3Y | +87.4% | +47.3% | +40.2% | +37.0% |
| 5Y | +18.9% | +32.8% | -13.9% | -13.0% |
| 10Y | +273.3% | +169.6% | +103.7% | +41.8% |
| All | +81.3% | +3,340.7% | -3,259.5% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling