+135.1%
BAC vs DRI
+53.9%
+81.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -0.4% | +3.8% | -4.2% | -1.5% |
| 3M | +16.9% | +13.0% | +3.9% | +12.4% |
| 6M | +26.6% | +8.3% | +18.3% | +23.0% |
| YTD | +15.8% | +20.6% | -4.8% | +8.4% |
| 1Y | +27.2% | +6.5% | +20.7% | +23.7% |
| All | +135.1% | +53.9% | +81.2% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling