-3.5%
BA vs DGX
+64.0%
-67.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.2% | -2.2% | +1.0% | -0.8% |
| 30D | -11.3% | -0.9% | -10.4% | -11.2% |
| 3M | -3.8% | +15.6% | -19.4% | -5.9% |
| 6M | -8.3% | +17.8% | -26.1% | -10.6% |
| YTD | -4.9% | +37.5% | -42.4% | -9.8% |
| 1Y | -10.1% | +31.2% | -41.2% | -14.1% |
| 3Y | -2.3% | +96.6% | -98.9% | -15.0% |
| 5Y | -3.5% | +64.9% | -68.4% | -15.5% |
| All | -3.5% | +64.0% | -67.5% | -15.5% |
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 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