-12.3%
BA vs DGX
+40.2%
-52.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -0.6% | +1.9% | -2.5% | -0.7% |
| 30D | -8.0% | +12.7% | -20.7% | -8.8% |
| 3M | -25.8% | +9.6% | -35.4% | -26.3% |
| 6M | -27.6% | +37.6% | -65.2% | -28.9% |
| YTD | -21.0% | +52.1% | -73.1% | -22.4% |
| 1Y | -12.3% | +41.3% | -53.5% | -14.5% |
| All | -12.3% | +40.2% | -52.4% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling