+11.0%
DIA vs BA
-10.4%
+21.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +1.3% | -7.9% | +9.2% | +2.6% |
| 3M | -2.1% | -25.2% | +23.1% | +3.3% |
| 6M | +6.2% | -26.7% | +33.0% | +12.0% |
| YTD | +10.3% | -19.6% | +30.0% | +13.3% |
| 1Y | +11.0% | -10.6% | +21.6% | +12.7% |
| All | +11.0% | -10.4% | +21.4% | +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