+1,844.4%
BDN vs SPY
+3,091.8%
-1,247.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.7% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | +2.6% | +2.0% | +0.6% | +0.4% |
| 6M | +4.1% | +13.0% | -8.9% | -7.5% |
| YTD | +16.1% | +13.5% | +2.5% | +2.5% |
| 1Y | -19.7% | +20.0% | -39.7% | -33.0% |
| 3Y | -12.5% | +77.2% | -89.7% | -49.4% |
| 5Y | -61.1% | +81.9% | -143.0% | -77.9% |
| 10Y | -57.1% | +314.1% | -371.2% | -88.4% |
| All | +1,844.4% | +3,091.8% | -1,247.3% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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