+408.7%
BA vs DLR
+3,551.7%
-3,143.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.4% | +1.3% |
| 7D | +5.9% | +2.8% | +3.1% | +5.0% |
| 30D | -8.2% | +2.8% | -10.9% | -9.1% |
| 3M | -25.4% | -4.0% | -21.4% | -24.7% |
| 6M | -20.0% | -5.6% | -14.4% | -19.2% |
| YTD | -18.5% | +21.9% | -40.4% | -24.0% |
| 1Y | -10.6% | +13.0% | -23.6% | -14.8% |
| 3Y | -9.3% | +52.2% | -61.5% | -22.5% |
| 5Y | -16.9% | +40.3% | -57.2% | -28.5% |
| 10Y | +37.9% | +186.1% | -148.2% | -6.8% |
| All | +408.7% | +3,551.7% | -3,143.0% | +89.1% |
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