+31.8%
BA vs DLR
+166.0%
-134.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.1% | -3.6% | +4.7% | +2.3% |
| 30D | -7.9% | -3.5% | -4.4% | -7.0% |
| 3M | -25.3% | -8.9% | -16.4% | -23.2% |
| 6M | -24.6% | -11.6% | -13.0% | -22.0% |
| YTD | -20.1% | +14.9% | -35.0% | -24.7% |
| 1Y | -11.8% | +6.4% | -18.2% | -14.7% |
| 3Y | -10.1% | +47.3% | -57.4% | -24.3% |
| 5Y | -22.7% | +32.8% | -55.6% | -34.0% |
| All | +31.8% | +166.0% | -134.2% | -6.7% |
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