+97.9%
BAC vs DTE
+57.1%
+40.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.2% | +3.4% | -0.2% | +2.1% |
| 30D | -0.7% | +8.9% | -9.6% | -3.4% |
| 3M | -20.0% | +1.1% | -21.0% | -20.3% |
| 6M | +3.4% | +0.1% | +3.3% | +3.1% |
| YTD | -5.7% | +11.1% | -16.8% | -10.4% |
| 1Y | -1.4% | +4.9% | -6.4% | -4.0% |
| 3Y | +97.9% | +58.6% | +39.4% | +53.6% |
| All | +97.9% | +57.1% | +40.8% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling