+87.4%
BAC vs DT
-9.2%
+96.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.2% | -24.7% | +23.5% | +3.1% |
| 30D | -7.7% | -27.4% | +19.7% | -3.2% |
| 3M | -21.2% | -11.1% | -10.0% | -20.2% |
| 6M | -6.8% | +13.7% | -20.5% | -10.6% |
| YTD | -8.7% | +0.2% | -8.9% | -10.2% |
| 1Y | -5.3% | -5.7% | +0.4% | -5.4% |
| 3Y | +87.4% | -8.1% | +95.6% | +83.0% |
| All | +87.4% | -9.2% | +96.7% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling