+87.4%
BAC vs DIA
+57.6%
+29.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -1.2% | -0.9% | -0.2% | -0.1% |
| 30D | -7.7% | +0.3% | -7.9% | -7.9% |
| 3M | -21.2% | -4.5% | -16.6% | -16.8% |
| 6M | -6.8% | +3.4% | -10.2% | -10.6% |
| YTD | -8.7% | +7.8% | -16.5% | -16.6% |
| 1Y | -5.3% | +10.7% | -16.0% | -16.3% |
| 3Y | +87.4% | +57.5% | +29.9% | -1.4% |
| All | +87.4% | +57.6% | +29.8% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling