-16.1%
BA vs DOW
-19.8%
+3.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | -0.6% | +3.7% | -4.2% | -1.0% |
| 30D | -8.0% | +16.3% | -24.3% | -10.0% |
| 3M | -25.8% | +9.7% | -35.5% | -26.9% |
| 6M | -27.6% | -14.1% | -13.5% | -25.7% |
| YTD | -21.0% | +46.6% | -67.6% | -31.5% |
| 1Y | -12.3% | +56.8% | -69.1% | -25.8% |
| All | -16.1% | -19.8% | +3.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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