+129.9%
BAC vs DLR
+3,595.7%
-3,465.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.1% | +1.6% | -0.5% | +0.1% |
| 30D | -0.4% | -3.4% | +3.0% | +1.4% |
| 3M | +16.9% | +0.5% | +16.4% | +15.2% |
| 6M | +26.6% | +4.6% | +22.1% | +21.4% |
| YTD | +15.8% | +23.4% | -7.6% | 0.0% |
| 1Y | +27.2% | +19.0% | +8.1% | +11.5% |
| 3Y | +132.4% | +56.5% | +75.9% | +63.7% |
| 5Y | +72.6% | +33.3% | +39.3% | +26.3% |
| 10Y | +389.7% | +165.1% | +224.6% | +89.4% |
| All | +129.9% | +3,595.7% | -3,465.8% | -77.1% |
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