+38.3%
BN vs DAR
-11.0%
+49.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.5% | +1.4% | -3.8% | -2.9% |
| 30D | -9.5% | +12.8% | -22.3% | -13.1% |
| 3M | -10.4% | +7.4% | -17.7% | -13.0% |
| 6M | -6.4% | +22.3% | -28.6% | -13.2% |
| YTD | -11.9% | +81.1% | -92.9% | -28.3% |
| 1Y | -8.6% | +106.5% | -115.1% | -29.5% |
| 3Y | +77.6% | +5.3% | +72.3% | +67.0% |
| All | +38.3% | -11.0% | +49.2% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling