-20.4%
BA vs DGX
+97.6%
-118.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | -7.9% | +11.2% | -19.1% | -9.4% |
| 3M | -25.2% | +9.3% | -34.5% | -26.2% |
| 6M | -26.7% | +37.4% | -64.1% | -30.4% |
| YTD | -19.6% | +51.6% | -71.2% | -25.1% |
| 1Y | -10.6% | +39.3% | -49.9% | -15.5% |
| 3Y | -11.2% | +106.1% | -117.4% | -23.4% |
| 5Y | -20.4% | +92.2% | -112.6% | -36.6% |
| All | -20.4% | +97.6% | -118.1% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling