+28.1%
BA vs DLR
+174.9%
-146.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -1.7% |
| 7D | -1.7% | +2.4% | -4.1% | -2.6% |
| 30D | -9.5% | +0.7% | -10.2% | -9.9% |
| 3M | -26.5% | -6.4% | -20.0% | -25.1% |
| 6M | -27.4% | -6.5% | -20.8% | -26.3% |
| YTD | -20.6% | +18.8% | -39.4% | -26.0% |
| 1Y | -11.4% | +9.0% | -20.5% | -15.1% |
| 3Y | -10.8% | +54.5% | -65.3% | -26.2% |
| 5Y | -21.9% | +35.8% | -57.8% | -33.8% |
| 10Y | +28.1% | +177.5% | -149.3% | -12.3% |
| All | +28.1% | +174.9% | -146.8% | -12.3% |
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