+23.3%
BA vs D
+48.0%
-24.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | -1.4% | +0.3% | -0.6% |
| 30D | -7.1% | +7.7% | -14.9% | -10.0% |
| 3M | -25.5% | -0.3% | -25.3% | -25.6% |
| 6M | -28.7% | +10.1% | -38.8% | -31.8% |
| YTD | -21.0% | +19.1% | -40.1% | -27.0% |
| 1Y | -11.9% | +15.9% | -27.8% | -17.7% |
| 3Y | -16.2% | +75.0% | -91.2% | -36.7% |
| 5Y | -22.4% | +13.4% | -35.8% | -28.7% |
| All | +23.3% | +48.0% | -24.7% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling