+719.9%
BAC vs DRI
+7,978.2%
-7,258.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.2% | +2.8% | -4.0% | -2.3% |
| 30D | -7.7% | +13.3% | -20.9% | -12.5% |
| 3M | -21.2% | +8.2% | -29.3% | -24.2% |
| 6M | -6.8% | +17.5% | -24.4% | -14.0% |
| YTD | -8.7% | +26.9% | -35.6% | -18.8% |
| 1Y | -5.3% | +31.6% | -36.8% | -17.2% |
| 3Y | +87.4% | +67.0% | +20.5% | +44.7% |
| 5Y | +18.9% | +72.9% | -54.0% | -10.9% |
| 10Y | +273.3% | +371.3% | -98.0% | +65.0% |
| All | +719.9% | +7,978.2% | -7,258.2% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling