-11.8%
BA vs DG
+34.9%
-46.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.0% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -7.9% | +9.5% | -17.4% | -9.3% |
| 3M | -25.3% | +5.5% | -30.8% | -26.0% |
| 6M | -24.6% | +16.1% | -40.7% | -26.8% |
| YTD | -20.1% | +2.7% | -22.8% | -20.2% |
| 1Y | -11.8% | +42.1% | -53.8% | -13.9% |
| All | -11.8% | +34.9% | -46.7% | -13.9% |
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