+588.2%
BAC vs DVA
+4,923.3%
-4,335.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +3.2% | -8.8% | +12.0% | +5.0% |
| 30D | -0.7% | -3.4% | +2.7% | -0.3% |
| 3M | -20.0% | -2.6% | -17.4% | -19.9% |
| 6M | +3.4% | -11.9% | +15.3% | +4.9% |
| YTD | -5.7% | +53.6% | -59.4% | -15.3% |
| 1Y | -1.4% | +41.9% | -43.3% | -10.1% |
| 3Y | +97.9% | +97.5% | +0.4% | +66.6% |
| 5Y | +22.9% | +65.0% | -42.1% | +4.2% |
| 10Y | +235.3% | +193.2% | +42.1% | +150.2% |
| All | +588.2% | +4,923.3% | -4,335.1% | +280.9% |
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