+31.8%
BA vs DG
+122.0%
-90.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.1% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | -7.9% | +9.5% | -17.4% | -9.6% |
| 3M | -25.3% | +5.5% | -30.8% | -26.3% |
| 6M | -24.6% | +16.1% | -40.7% | -27.1% |
| YTD | -20.1% | +2.7% | -22.8% | -21.2% |
| 1Y | -11.8% | +42.1% | -53.8% | -18.3% |
| 3Y | -10.1% | +19.3% | -29.4% | -17.5% |
| 5Y | -22.7% | -35.3% | +12.6% | -16.5% |
| All | +31.8% | +122.0% | -90.2% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling