+23.3%
BA vs DLR
+188.2%
-164.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -1.1% | +3.3% | -4.4% | -2.2% |
| 30D | -7.1% | +4.6% | -11.7% | -8.8% |
| 3M | -25.5% | -8.3% | -17.3% | -23.6% |
| 6M | -28.7% | -5.6% | -23.1% | -27.9% |
| YTD | -21.0% | +18.7% | -39.7% | -26.4% |
| 1Y | -11.9% | +17.1% | -29.0% | -17.6% |
| 3Y | -16.2% | +54.4% | -70.5% | -30.7% |
| 5Y | -22.4% | +36.5% | -58.9% | -34.4% |
| All | +23.3% | +188.2% | -164.9% | -17.5% |
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