-11.1%
BN vs DAR
+108.5%
-119.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.6% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | -10.9% | +13.0% | -23.9% | -11.5% |
| 3M | -11.1% | +15.0% | -26.1% | -12.0% |
| 6M | -4.4% | +26.8% | -31.2% | -6.8% |
| YTD | -14.1% | +86.4% | -100.6% | -20.0% |
| 1Y | -11.1% | +115.1% | -126.1% | -18.5% |
| All | -11.1% | +108.5% | -119.5% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling