-0.9%
BA vs DG
-35.0%
+34.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +1.2% | +8.4% | -7.2% | +0.2% |
| 30D | -11.6% | +4.9% | -16.6% | -12.2% |
| 3M | -2.4% | +29.3% | -31.7% | -5.5% |
| 6M | -6.6% | -11.3% | +4.6% | -5.7% |
| YTD | -2.2% | +1.8% | -4.0% | -2.8% |
| 1Y | -8.0% | +25.3% | -33.4% | -10.8% |
| 3Y | -5.0% | +9.1% | -14.1% | -7.7% |
| All | -0.9% | -35.0% | +34.1% | +8.6% |
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