-8.0%
BA vs DG
+23.4%
-31.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +1.2% | +8.4% | -7.2% | -0.1% |
| 30D | -11.6% | +4.9% | -16.6% | -12.3% |
| 3M | -2.4% | +29.3% | -31.7% | -6.9% |
| 6M | -6.6% | -11.3% | +4.6% | -5.5% |
| YTD | -2.2% | +1.8% | -4.0% | -2.6% |
| 1Y | -8.0% | +25.3% | -33.4% | -11.3% |
| All | -8.0% | +23.4% | -31.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling