+237.7%
BAC vs DRI
+343.2%
-105.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +2.1% | +4.2% | -2.2% | +0.3% |
| 30D | -6.7% | +15.7% | -22.4% | -12.3% |
| 3M | -20.2% | +5.8% | -26.0% | -22.5% |
| 6M | -0.2% | +18.4% | -18.6% | -8.1% |
| YTD | -6.4% | +28.2% | -34.6% | -17.1% |
| 1Y | -3.1% | +35.9% | -39.0% | -16.5% |
| 3Y | +96.7% | +67.7% | +29.0% | +51.1% |
| 5Y | +21.3% | +77.9% | -56.6% | -10.6% |
| 10Y | +237.7% | +338.7% | -101.0% | +53.2% |
| All | +237.7% | +343.2% | -105.5% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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