+446.0%
BA vs DGX
+9,745.0%
-9,299.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -0.6% | +1.9% | -2.5% | -1.1% |
| 30D | -8.0% | +12.7% | -20.7% | -10.9% |
| 3M | -25.8% | +9.6% | -35.4% | -27.7% |
| 6M | -27.6% | +37.6% | -65.2% | -33.7% |
| YTD | -21.0% | +52.1% | -73.1% | -29.8% |
| 1Y | -12.3% | +41.3% | -53.5% | -20.6% |
| 3Y | -12.8% | +106.9% | -119.7% | -29.7% |
| 5Y | -22.4% | +90.7% | -113.0% | -36.8% |
| 10Y | +24.6% | +288.0% | -263.4% | -17.0% |
| All | +446.0% | +9,745.0% | -9,299.0% | +106.9% |
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