+1,086.5%
DIA vs BA
+531.4%
+555.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | 0.0% | -9.1% | +9.1% | +2.8% |
| 3M | -4.9% | -28.2% | +23.2% | +5.3% |
| 6M | +5.0% | -23.1% | +28.2% | +13.1% |
| YTD | +8.2% | -20.6% | +28.8% | +14.7% |
| 1Y | +10.3% | -12.7% | +23.0% | +13.0% |
| 3Y | +58.4% | -11.6% | +69.9% | +55.3% |
| 5Y | +54.3% | -23.1% | +77.5% | +52.3% |
| 10Y | +248.6% | +34.4% | +214.2% | +143.3% |
| All | +1,086.5% | +531.4% | +555.1% | +321.0% |
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 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