+228.9%
BAC vs DIA
+1,097.0%
-868.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -1.2% | -0.9% | -0.2% | +0.2% |
| 30D | -7.7% | +0.3% | -7.9% | -8.1% |
| 3M | -21.2% | -4.5% | -16.6% | -15.7% |
| 6M | -6.8% | +3.4% | -10.2% | -11.6% |
| YTD | -8.7% | +7.8% | -16.5% | -18.7% |
| 1Y | -5.3% | +10.7% | -16.0% | -19.0% |
| 3Y | +87.4% | +57.5% | +29.9% | -5.2% |
| 5Y | +18.9% | +53.7% | -34.8% | -37.3% |
| 10Y | +273.3% | +247.2% | +26.1% | -42.1% |
| All | +228.9% | +1,097.0% | -868.1% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling