+23.3%
BA vs DGX
+279.6%
-256.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +1.6% | -2.6% | -1.7% |
| 30D | -7.1% | +11.2% | -18.3% | -10.7% |
| 3M | -25.5% | +10.4% | -35.9% | -28.3% |
| 6M | -28.7% | +37.1% | -65.8% | -36.9% |
| YTD | -21.0% | +52.1% | -73.1% | -33.3% |
| 1Y | -11.9% | +40.7% | -52.6% | -23.4% |
| 3Y | -16.2% | +107.6% | -123.7% | -39.8% |
| 5Y | -22.4% | +90.6% | -113.0% | -43.7% |
| All | +23.3% | +279.6% | -256.3% | -40.8% |
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