+1,129.1%
DIA vs BA
+676.9%
+452.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | -0.2% | +1.2% | -1.3% | -0.6% |
| 30D | -1.5% | -11.6% | +10.1% | +2.5% |
| 3M | +3.8% | -2.4% | +6.1% | +4.1% |
| 6M | +10.3% | -6.6% | +16.9% | +11.7% |
| YTD | +12.1% | -2.2% | +14.3% | +11.6% |
| 1Y | +18.6% | -8.0% | +26.7% | +19.9% |
| 3Y | +60.6% | -5.0% | +65.6% | +54.8% |
| 5Y | +64.4% | -2.7% | +67.1% | +50.7% |
| 10Y | +250.1% | +75.9% | +174.2% | +124.1% |
| All | +1,129.1% | +676.9% | +452.2% | +309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling