+745.4%
BAC vs DVA
+5,194.7%
-4,449.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.3% |
| 7D | +1.1% | +1.8% | -0.7% | +0.7% |
| 30D | -0.4% | -2.5% | +2.1% | +0.1% |
| 3M | +16.9% | -4.3% | +21.2% | +17.3% |
| 6M | +26.6% | +18.9% | +7.7% | +21.0% |
| YTD | +15.8% | +61.9% | -46.2% | +3.4% |
| 1Y | +27.2% | +35.7% | -8.6% | +17.4% |
| 3Y | +132.4% | +78.6% | +53.8% | +99.1% |
| 5Y | +72.6% | +39.2% | +33.4% | +51.6% |
| 10Y | +389.7% | +184.0% | +205.7% | +268.0% |
| All | +745.4% | +5,194.7% | -4,449.2% | +365.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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