-14.7%
BA vs DGX
+106.0%
-120.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.4% | +1.2% | -2.6% | -1.5% |
| 30D | -7.9% | +11.2% | -19.1% | -8.6% |
| 3M | -25.2% | +9.3% | -34.5% | -25.7% |
| 6M | -26.7% | +37.4% | -64.1% | -28.3% |
| YTD | -19.6% | +51.6% | -71.2% | -22.0% |
| 1Y | -10.6% | +39.3% | -49.9% | -12.8% |
| All | -14.7% | +106.0% | -120.7% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling