+10.7%
DIA vs BA
-12.5%
+23.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | +0.3% | -7.9% | +8.2% | +1.6% |
| 3M | -4.5% | -25.3% | +20.8% | +0.7% |
| 6M | +3.4% | -24.6% | +27.9% | +8.3% |
| YTD | +7.8% | -20.1% | +27.9% | +10.9% |
| 1Y | +10.7% | -11.8% | +22.5% | +12.7% |
| All | +10.7% | -12.5% | +23.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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