-21.0%
BA vs DLR
+39.4%
-60.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.2% |
| 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% | -25.2% |
| 1Y | -10.6% | +10.5% | -21.1% | -14.6% |
| 3Y | -11.2% | +54.0% | -65.2% | -26.8% |
| All | -21.0% | +39.4% | -60.4% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling