-0.9%
BA vs DRI
+72.9%
-73.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | -11.6% | +3.8% | -15.5% | -13.4% |
| 3M | -2.4% | +13.0% | -15.4% | -8.3% |
| 6M | -6.6% | +8.3% | -14.9% | -10.8% |
| YTD | -2.2% | +20.6% | -22.9% | -11.9% |
| 1Y | -8.0% | +6.5% | -14.5% | -12.2% |
| 3Y | -5.0% | +53.7% | -58.7% | -28.1% |
| All | -0.9% | +72.9% | -73.8% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling