-0.3%
BA vs DTE
+35.6%
-35.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +2.5% | +0.9% | +1.6% | +2.2% |
| 30D | -10.1% | -1.9% | -8.2% | -9.6% |
| 3M | -2.4% | -3.3% | +0.9% | -1.6% |
| 6M | -8.8% | -7.1% | -1.7% | -7.0% |
| YTD | -2.9% | +8.1% | -11.1% | -5.5% |
| 1Y | -8.8% | +5.3% | -14.0% | -10.5% |
| 3Y | -0.3% | +48.2% | -48.4% | -13.5% |
| 5Y | -0.3% | +33.2% | -33.5% | -5.1% |
| All | -0.3% | +35.6% | -35.9% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling