+833.6%
BAC vs O
+5,283.0%
-4,449.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.8% |
| 7D | +2.0% | +3.3% | -1.4% | -0.2% |
| 30D | -6.9% | +10.3% | -17.3% | -12.9% |
| 3M | -19.6% | -3.5% | -16.1% | -17.8% |
| 6M | -0.5% | -1.3% | +0.8% | -0.1% |
| YTD | -6.6% | +10.3% | -16.9% | -13.6% |
| 1Y | -3.0% | +10.4% | -13.4% | -10.3% |
| 3Y | +97.3% | +40.0% | +57.3% | +52.0% |
| 5Y | +21.9% | +12.4% | +9.5% | +7.0% |
| 10Y | +251.7% | +78.2% | +173.5% | +96.9% |
| All | +833.6% | +5,283.0% | -4,449.4% | +11.5% |
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