-23.1%
BA vs DRI
+77.7%
-100.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -0.1% | +3.7% | -3.8% | -1.7% |
| 30D | -9.1% | +13.5% | -22.6% | -14.3% |
| 3M | -28.2% | +10.4% | -38.6% | -31.7% |
| 6M | -23.1% | +19.5% | -42.6% | -29.8% |
| YTD | -20.6% | +28.2% | -48.8% | -30.4% |
| 1Y | -12.7% | +31.0% | -43.7% | -24.5% |
| 3Y | -11.6% | +67.1% | -78.6% | -35.8% |
| 5Y | -23.1% | +74.7% | -97.8% | -47.3% |
| All | -23.1% | +77.7% | -100.8% | -47.3% |
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