+233.0%
BAC vs DRI
+339.9%
-106.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.9% | -0.7% | -1.1% | -1.5% |
| 30D | -7.2% | +14.7% | -21.9% | -12.4% |
| 3M | -20.4% | +5.4% | -25.9% | -22.6% |
| 6M | +1.3% | +18.8% | -17.6% | -6.8% |
| YTD | -6.4% | +28.4% | -34.8% | -17.2% |
| 1Y | -3.5% | +37.7% | -41.2% | -17.3% |
| 3Y | +96.7% | +68.0% | +28.7% | +51.0% |
| 5Y | +20.6% | +78.8% | -58.2% | -11.3% |
| 10Y | +233.0% | +334.2% | -101.1% | +52.0% |
| All | +233.0% | +339.9% | -106.8% | +52.0% |
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