+395.5%
BAC vs DIA
+248.6%
+147.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +1.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -0.7% | -2.1% | +1.3% | +1.9% |
| 3M | +16.9% | +4.2% | +12.8% | +10.7% |
| 6M | +29.6% | +11.9% | +17.7% | +11.5% |
| YTD | +15.3% | +10.8% | +4.4% | +0.5% |
| 1Y | +28.8% | +17.5% | +11.3% | +3.9% |
| 3Y | +136.4% | +59.9% | +76.4% | +27.5% |
| 5Y | +72.9% | +64.1% | +8.8% | -9.1% |
| All | +395.5% | +248.6% | +147.0% | -19.7% |
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