+104.1%
BAC vs DT
+76.1%
+28.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +1.5% | +2.7% | -1.2% | +1.0% |
| 30D | -6.4% | -30.4% | +24.0% | -0.1% |
| 3M | -21.7% | -9.4% | -12.3% | -20.7% |
| 6M | +0.5% | +14.5% | -14.0% | -3.5% |
| YTD | -6.7% | +3.6% | -10.3% | -9.3% |
| 1Y | -4.7% | -3.4% | -1.2% | -6.0% |
| 3Y | +96.1% | -11.1% | +107.2% | +94.1% |
| 5Y | +21.7% | -39.5% | +61.2% | +24.3% |
| All | +104.1% | +76.1% | +28.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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