+510.0%
BA vs DLR
+3,595.6%
-3,085.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | -11.6% | -3.4% | -8.3% | -10.8% |
| 3M | -2.4% | +0.5% | -2.9% | -3.0% |
| 6M | -6.6% | +4.6% | -11.2% | -8.3% |
| YTD | -2.2% | +23.4% | -25.7% | -8.9% |
| 1Y | -8.0% | +19.0% | -27.0% | -13.6% |
| 3Y | -5.0% | +56.5% | -61.5% | -19.4% |
| 5Y | -2.7% | +33.3% | -36.0% | -14.9% |
| 10Y | +75.9% | +165.1% | -89.3% | +21.7% |
| All | +510.0% | +3,595.6% | -3,085.7% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling