-22.4%
BA vs DG
-34.0%
+11.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.3% | -1.5% |
| 7D | -0.6% | -2.5% | +1.9% | -0.3% |
| 30D | -8.0% | +7.7% | -15.7% | -8.9% |
| 3M | -25.8% | +13.1% | -38.9% | -27.0% |
| 6M | -27.6% | +32.0% | -59.6% | -30.2% |
| YTD | -21.0% | +3.3% | -24.3% | -21.7% |
| 1Y | -12.3% | +31.7% | -43.9% | -15.5% |
| 3Y | -12.8% | +21.7% | -34.4% | -17.6% |
| 5Y | -22.4% | -34.7% | +12.4% | -17.5% |
| All | -22.4% | -34.0% | +11.7% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling