-10.6%
BA vs D
+23.9%
-34.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +1.5% |
| 7D | +5.9% | +8.5% | -2.6% | +4.8% |
| 30D | -8.2% | +14.3% | -22.5% | -9.8% |
| 3M | -25.4% | +1.8% | -27.2% | -25.4% |
| 6M | -20.0% | +13.0% | -33.1% | -21.2% |
| YTD | -18.5% | +22.7% | -41.2% | -19.7% |
| 1Y | -10.6% | +22.6% | -33.2% | -12.3% |
| All | -10.6% | +23.9% | -34.5% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling