+256.9%
BN vs DD
+67.0%
+189.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | -5.9% | -2.9% | -3.0% | -4.4% |
| 30D | -15.1% | -11.5% | -3.6% | -9.4% |
| 3M | -14.6% | -5.4% | -9.2% | -12.3% |
| 6M | -8.4% | -6.9% | -1.5% | -5.7% |
| YTD | -16.8% | +6.9% | -23.7% | -20.9% |
| 1Y | -14.4% | +35.6% | -50.0% | -29.0% |
| 3Y | +70.1% | +42.5% | +27.6% | +34.4% |
| 5Y | +33.5% | +58.5% | -24.9% | -1.6% |
| All | +256.9% | +67.0% | +189.9% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling