-0.3%
BA vs DGX
+96.8%
-97.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | -10.1% | -1.2% | -8.9% | -10.0% |
| 3M | -2.4% | +19.9% | -22.3% | -3.6% |
| 6M | -8.8% | +19.2% | -28.0% | -10.0% |
| YTD | -2.9% | +37.5% | -40.4% | -5.1% |
| 1Y | -8.8% | +31.3% | -40.0% | -10.6% |
| 3Y | -0.3% | +96.6% | -96.9% | -4.1% |
| All | -0.3% | +96.8% | -97.1% | -4.1% |
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 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