+812.7%
BAC vs O
+5,241.4%
-4,428.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -1.2% | +3.7% | -4.9% | -3.5% |
| 30D | -7.7% | +11.2% | -18.9% | -14.0% |
| 3M | -21.2% | -4.0% | -17.2% | -19.2% |
| 6M | -6.8% | -5.2% | -1.6% | -4.0% |
| YTD | -8.7% | +9.5% | -18.2% | -15.1% |
| 1Y | -5.3% | +10.6% | -15.9% | -12.6% |
| 3Y | +87.4% | +38.1% | +49.3% | +45.7% |
| 5Y | +18.9% | +10.2% | +8.7% | +5.8% |
| 10Y | +273.3% | +71.4% | +201.9% | +114.0% |
| All | +812.7% | +5,241.4% | -4,428.6% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling