+5,092.2%
BEN vs DD
+1,141.0%
+3,951.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | +6.8% | +5.0% | +1.8% | +4.2% |
| 30D | +18.0% | +19.7% | -1.7% | +7.5% |
| 3M | +7.5% | +7.2% | +0.3% | +3.4% |
| 6M | +14.7% | +1.0% | +13.7% | +13.4% |
| YTD | +56.1% | +29.1% | +27.0% | +35.0% |
| 1Y | +69.6% | +28.5% | +41.1% | +47.0% |
| 3Y | +87.7% | +89.4% | -1.8% | +29.0% |
| 5Y | +28.6% | +67.1% | -38.5% | -6.1% |
| 10Y | +59.8% | +97.5% | -37.7% | +1.3% |
| All | +5,092.2% | +1,141.0% | +3,951.3% | +1,068.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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