+1,821.9%
BA vs D
+2,347.4%
-525.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +1.2% | +1.5% | -0.3% | +0.5% |
| 30D | -11.6% | -2.6% | -9.0% | -10.7% |
| 3M | -2.4% | 0.0% | -2.4% | -2.5% |
| 6M | -6.6% | +7.4% | -14.0% | -9.8% |
| YTD | -2.2% | +15.9% | -18.1% | -8.7% |
| 1Y | -8.0% | +18.1% | -26.1% | -15.1% |
| 3Y | -5.0% | +58.4% | -63.4% | -25.0% |
| 5Y | -2.7% | +5.2% | -7.9% | -9.2% |
| 10Y | +75.9% | +35.9% | +40.0% | +44.2% |
| All | +1,821.9% | +2,347.4% | -525.5% | +368.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling