-4.6%
BA vs DE
+71.7%
-76.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | +10.0% | -8.9% | -1.6% |
| 30D | -11.6% | +13.3% | -25.0% | -14.9% |
| 3M | -2.4% | +17.5% | -19.9% | -7.1% |
| 6M | -6.6% | +13.6% | -20.2% | -10.4% |
| YTD | -2.2% | +49.8% | -52.0% | -15.3% |
| 1Y | -8.0% | +47.9% | -55.9% | -20.2% |
| All | -4.6% | +71.7% | -76.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 3y: compounded portfolio wealth divided by compounded DE 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…
3y analysis · Full analysis span regression · 6 months rolling