-10.1%
BA vs DLR
+44.1%
-54.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.1% | -3.6% | +4.7% | +2.0% |
| 30D | -7.9% | -3.5% | -4.4% | -7.2% |
| 3M | -25.3% | -8.9% | -16.4% | -23.7% |
| 6M | -24.6% | -11.6% | -13.0% | -22.4% |
| YTD | -20.1% | +14.9% | -35.0% | -23.6% |
| 1Y | -11.8% | +6.4% | -18.2% | -13.9% |
| 3Y | -10.1% | +47.3% | -57.4% | -13.6% |
| All | -10.1% | +44.1% | -54.3% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling