+1,376.8%
BAC vs DTE
+3,490.8%
-2,114.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -0.4% | -2.6% | +2.2% | +1.1% |
| 3M | +16.9% | -3.9% | +20.8% | +19.3% |
| 6M | +26.6% | -7.9% | +34.5% | +32.0% |
| YTD | +15.8% | +7.2% | +8.6% | +9.8% |
| 1Y | +27.2% | +3.1% | +24.1% | +23.2% |
| 3Y | +132.4% | +47.6% | +84.8% | +78.4% |
| 5Y | +72.6% | +32.7% | +39.9% | +38.5% |
| 10Y | +389.7% | +138.8% | +251.0% | +163.5% |
| All | +1,376.8% | +3,490.8% | -2,114.0% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling