-0.9%
BA vs DE
+92.1%
-93.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | +10.0% | -8.9% | -2.7% |
| 30D | -11.6% | +13.3% | -25.0% | -16.2% |
| 3M | -2.4% | +17.5% | -19.9% | -9.0% |
| 6M | -6.6% | +13.6% | -20.2% | -12.1% |
| YTD | -2.2% | +49.8% | -52.0% | -19.5% |
| 1Y | -8.0% | +47.9% | -55.9% | -24.2% |
| 3Y | -5.0% | +72.5% | -77.5% | -29.0% |
| All | -0.9% | +92.1% | -93.1% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling