-22.1%
BA vs D
+12.5%
-34.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +1.1% | +3.0% | -1.9% | +0.4% |
| 30D | -7.9% | +11.5% | -19.4% | -10.1% |
| 3M | -25.3% | +3.7% | -29.1% | -26.0% |
| 6M | -24.6% | +13.5% | -38.1% | -26.8% |
| YTD | -20.1% | +20.7% | -40.9% | -23.7% |
| 1Y | -11.8% | +18.2% | -30.0% | -15.3% |
| 3Y | -10.1% | +73.3% | -83.4% | -23.1% |
| All | -22.1% | +12.5% | -34.6% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling