+72.9%
BAC vs DT
-28.6%
+101.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | +1.2% | -4.9% | +6.0% | +2.1% |
| 30D | -0.7% | +2.7% | -3.4% | -1.4% |
| 3M | +16.9% | +20.0% | -3.0% | +12.3% |
| 6M | +29.6% | +28.0% | +1.6% | +21.9% |
| YTD | +15.3% | +16.0% | -0.8% | +10.4% |
| 1Y | +28.8% | +0.7% | +28.1% | +27.0% |
| 3Y | +136.4% | +6.2% | +130.2% | +127.4% |
| 5Y | +72.9% | -28.1% | +101.1% | +64.8% |
| All | +72.9% | -28.6% | +101.5% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling