+391.8%
BAC vs O
+50.0%
+341.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.2% | -0.6% | +1.7% | +1.4% |
| 30D | -0.7% | -2.0% | +1.2% | +0.1% |
| 3M | +16.9% | +3.0% | +13.9% | +15.2% |
| 6M | +29.6% | -3.6% | +33.2% | +31.3% |
| YTD | +15.3% | +12.1% | +3.2% | +8.8% |
| 1Y | +28.8% | +8.9% | +19.9% | +23.1% |
| 3Y | +136.4% | +30.3% | +106.1% | +105.0% |
| 5Y | +72.9% | +13.7% | +59.2% | +58.4% |
| 10Y | +391.8% | +50.3% | +341.5% | +324.7% |
| All | +391.8% | +50.0% | +341.7% | +324.7% |
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