-12.3%
BA vs DRI
+36.6%
-48.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -0.6% | -0.3% | -0.2% | -0.5% |
| 30D | -8.0% | +10.8% | -18.9% | -10.6% |
| 3M | -25.8% | +0.9% | -26.7% | -26.2% |
| 6M | -27.6% | +16.3% | -43.9% | -31.0% |
| YTD | -21.0% | +27.8% | -48.8% | -27.6% |
| 1Y | -12.3% | +33.9% | -46.1% | -22.1% |
| All | -12.3% | +36.6% | -48.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling