+261.6%
BN vs DAR
+367.0%
-105.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.6% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | -10.9% | +13.0% | -23.9% | -14.9% |
| 3M | -11.1% | +15.0% | -26.1% | -16.0% |
| 6M | -4.4% | +26.8% | -31.2% | -13.2% |
| YTD | -14.1% | +86.4% | -100.6% | -32.0% |
| 1Y | -11.1% | +115.1% | -126.1% | -33.7% |
| 3Y | +75.6% | +14.6% | +60.9% | +57.1% |
| 5Y | +35.8% | -8.8% | +44.6% | +27.6% |
| 10Y | +261.6% | +356.5% | -95.0% | +87.2% |
| All | +261.6% | +367.0% | -105.4% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling