+237.7%
BAC vs O
+78.3%
+159.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +3.5% | -1.5% | +0.5% |
| 30D | -6.7% | +10.4% | -17.1% | -10.9% |
| 3M | -20.2% | -2.4% | -17.8% | -19.4% |
| 6M | -0.2% | -1.2% | +1.0% | 0.0% |
| YTD | -6.4% | +10.4% | -16.8% | -11.3% |
| 1Y | -3.1% | +11.4% | -14.5% | -8.6% |
| 3Y | +96.7% | +40.4% | +56.3% | +63.5% |
| 5Y | +21.3% | +12.1% | +9.1% | +11.4% |
| 10Y | +237.7% | +82.7% | +155.0% | +198.8% |
| All | +237.7% | +78.3% | +159.4% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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