+317.1%
BAC vs DIA
+1,144.9%
-827.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.7% |
| 7D | +1.1% | -0.2% | +1.3% | +1.3% |
| 30D | -0.4% | -1.5% | +1.1% | +1.8% |
| 3M | +16.9% | +3.8% | +13.1% | +10.4% |
| 6M | +26.6% | +10.3% | +16.3% | +9.1% |
| YTD | +15.8% | +12.1% | +3.7% | -2.6% |
| 1Y | +27.2% | +18.6% | +8.5% | -1.8% |
| 3Y | +132.4% | +60.6% | +71.8% | +14.5% |
| 5Y | +72.6% | +64.4% | +8.2% | -17.6% |
| 10Y | +389.7% | +250.1% | +139.6% | -24.8% |
| All | +317.1% | +1,144.9% | -827.7% | -84.1% |
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