+214.5%
BAC vs DIA
+234.7%
-20.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +1.5% | +1.6% | -0.1% | -0.6% |
| 30D | -6.4% | +1.2% | -7.6% | -7.9% |
| 3M | -21.7% | -2.4% | -19.3% | -19.2% |
| 6M | +0.5% | +5.7% | -5.2% | -6.7% |
| YTD | -6.7% | +9.9% | -16.6% | -17.8% |
| 1Y | -4.7% | +9.8% | -14.5% | -15.9% |
| 3Y | +96.1% | +59.8% | +36.3% | +5.9% |
| 5Y | +21.7% | +57.7% | -36.0% | -32.5% |
| All | +214.5% | +234.7% | -20.2% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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