+162.1%
BAC vs DOW
-15.9%
+178.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +0.6% | -6.0% | +6.6% | +3.4% |
| 30D | -1.4% | -2.7% | +1.4% | -0.5% |
| 3M | +15.7% | -10.5% | +26.2% | +20.3% |
| 6M | +32.2% | -12.4% | +44.6% | +34.9% |
| YTD | +15.8% | +30.0% | -14.3% | -5.4% |
| 1Y | +27.3% | +27.8% | -0.5% | +2.9% |
| 3Y | +137.5% | -34.9% | +172.4% | +171.4% |
| 5Y | +73.1% | -35.9% | +108.9% | +95.6% |
| All | +162.1% | -15.9% | +178.0% | +105.5% |
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