+391.9%
BAC vs DTE
+141.0%
+250.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.5% |
| 7D | -0.3% | -2.0% | +1.7% | +0.8% |
| 30D | -1.8% | -2.4% | +0.6% | -0.5% |
| 3M | +15.3% | -7.3% | +22.6% | +19.7% |
| 6M | +30.2% | -7.6% | +37.8% | +34.9% |
| YTD | +15.6% | +5.8% | +9.8% | +10.8% |
| 1Y | +27.5% | +2.3% | +25.1% | +24.2% |
| 3Y | +137.0% | +45.0% | +92.0% | +86.7% |
| 5Y | +75.6% | +33.2% | +42.4% | +42.4% |
| All | +391.9% | +141.0% | +250.9% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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