+11.8%
DIA vs BA
-12.3%
+24.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | +1.5% | -7.1% | +8.6% | +2.6% |
| 3M | -2.4% | -25.5% | +23.1% | +3.0% |
| 6M | +6.0% | -28.7% | +34.7% | +12.2% |
| YTD | +10.1% | -21.0% | +31.1% | +13.4% |
| 1Y | +11.8% | -11.9% | +23.7% | +14.0% |
| All | +11.8% | -12.3% | +24.1% | +14.0% |
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