+575.6%
BA vs DGX
+8,858.2%
-8,282.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | +1.2% | -2.3% | +3.5% | +1.8% |
| 30D | -11.6% | +0.6% | -12.2% | -11.8% |
| 3M | -2.4% | +21.4% | -23.8% | -7.5% |
| 6M | -6.6% | +14.7% | -21.3% | -10.3% |
| YTD | -2.2% | +38.4% | -40.7% | -10.9% |
| 1Y | -8.0% | +34.0% | -42.0% | -15.6% |
| 3Y | -5.0% | +92.7% | -97.7% | -22.1% |
| 5Y | -2.7% | +67.7% | -70.4% | -18.1% |
| 10Y | +75.9% | +248.0% | -172.1% | +20.6% |
| All | +575.6% | +8,858.2% | -8,282.7% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling