+26.8%
BA vs DLR
+188.5%
-161.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -1.4% | -2.0% | +0.6% | -0.8% |
| 30D | -7.9% | +0.5% | -8.4% | -8.3% |
| 3M | -25.2% | -4.4% | -20.7% | -24.3% |
| 6M | -26.7% | -6.4% | -20.3% | -25.7% |
| YTD | -19.6% | +19.5% | -39.1% | -25.3% |
| 1Y | -10.6% | +10.5% | -21.1% | -14.7% |
| 3Y | -11.2% | +54.0% | -65.2% | -26.6% |
| 5Y | -20.4% | +39.7% | -60.2% | -33.3% |
| 10Y | +26.8% | +189.5% | -162.8% | -16.0% |
| All | +26.8% | +188.5% | -161.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling