+59.5%
DIA vs BA
-11.1%
+70.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +1.1% | -8.9% | +10.0% | +2.8% |
| 3M | -2.9% | -25.5% | +22.6% | +2.6% |
| 6M | +5.9% | -27.0% | +32.8% | +11.9% |
| YTD | +9.8% | -20.1% | +29.9% | +13.6% |
| 1Y | +11.7% | -11.0% | +22.7% | +13.1% |
| 3Y | +59.5% | -11.8% | +71.4% | +53.2% |
| All | +59.5% | -11.1% | +70.6% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling