+289.2%
BN vs DAR
+269.9%
+19.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | +4.3% | -3.8% | +8.1% | +5.6% |
| 30D | +14.3% | -14.4% | +28.7% | +19.8% |
| 3M | -4.1% | -17.9% | +13.8% | +1.3% |
| 6M | -9.7% | -18.3% | +8.6% | -5.1% |
| YTD | -7.1% | +43.2% | -50.4% | -20.2% |
| 1Y | -7.4% | +57.7% | -65.1% | -23.4% |
| 3Y | +102.3% | +22.7% | +79.6% | +73.9% |
| 5Y | +35.9% | -34.0% | +70.0% | +42.0% |
| 10Y | +289.2% | +279.5% | +9.7% | +115.2% |
| All | +289.2% | +269.9% | +19.2% | +115.2% |
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