+153.2%
BAC vs DT
+103.5%
+49.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.2% |
| 7D | +1.1% | -3.3% | +4.4% | +1.7% |
| 30D | -0.4% | +2.0% | -2.4% | -0.9% |
| 3M | +16.9% | +20.0% | -3.1% | +12.3% |
| 6M | +26.6% | +39.3% | -12.7% | +17.1% |
| YTD | +15.8% | +19.8% | -4.0% | +10.1% |
| 1Y | +27.2% | +4.3% | +22.9% | +24.2% |
| 3Y | +132.4% | +7.7% | +124.7% | +122.7% |
| 5Y | +72.6% | -26.8% | +99.4% | +70.5% |
| All | +153.2% | +103.5% | +49.7% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling