+71.1%
BA vs DGX
+249.5%
-178.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | -2.7% | -3.5% | +0.7% | -1.5% |
| 30D | -12.2% | -2.7% | -9.5% | -11.4% |
| 3M | -2.0% | +13.9% | -15.9% | -6.9% |
| 6M | -6.0% | +16.0% | -22.0% | -11.4% |
| YTD | -5.7% | +34.9% | -40.6% | -16.5% |
| 1Y | -10.0% | +30.6% | -40.5% | -19.6% |
| 3Y | -3.1% | +93.0% | -96.1% | -28.4% |
| 5Y | -2.6% | +64.4% | -67.0% | -24.7% |
| All | +71.1% | +249.5% | -178.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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