+939.9%
BAC vs DRI
+7,577.6%
-6,637.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | -0.4% | +3.8% | -4.2% | -2.1% |
| 3M | +16.9% | +13.0% | +3.9% | +10.5% |
| 6M | +26.6% | +8.3% | +18.3% | +21.4% |
| YTD | +15.8% | +20.6% | -4.8% | +5.7% |
| 1Y | +27.2% | +6.5% | +20.7% | +21.7% |
| 3Y | +132.4% | +53.7% | +78.7% | +86.7% |
| 5Y | +72.6% | +72.7% | -0.1% | +29.6% |
| 10Y | +389.7% | +363.2% | +26.6% | +118.8% |
| All | +939.9% | +7,577.6% | -6,637.7% | +107.3% |
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