+113.4%
BAC vs DOW
-5.5%
+118.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +3.2% | +5.2% | -2.0% | +0.9% |
| 30D | -0.7% | +13.2% | -13.9% | -6.4% |
| 3M | -20.0% | +10.1% | -30.1% | -24.1% |
| 6M | +3.4% | -13.1% | +16.5% | +8.2% |
| YTD | -5.7% | +46.1% | -51.9% | -27.4% |
| 1Y | -1.4% | +50.0% | -51.5% | -25.6% |
| 3Y | +97.9% | -20.2% | +118.2% | +102.1% |
| 5Y | +22.9% | -27.7% | +50.6% | +31.1% |
| All | +113.4% | -5.5% | +118.9% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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