-10.1%
BA vs DTE
+4.6%
-14.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -11.3% | -0.5% | -10.8% | -11.2% |
| 3M | -3.8% | -6.0% | +2.3% | -2.8% |
| 6M | -8.3% | -7.2% | -1.0% | -6.8% |
| YTD | -4.9% | +7.2% | -12.1% | -4.1% |
| 1Y | -10.1% | +4.1% | -14.1% | -8.7% |
| All | -10.1% | +4.6% | -14.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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