-5.8%
BN vs DD
+27.9%
-33.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -1.0% | +5.0% | -5.9% | -2.8% |
| 30D | +14.0% | +19.7% | -5.7% | +5.8% |
| 3M | -9.0% | +7.2% | -16.2% | -11.7% |
| 6M | -8.8% | +1.0% | -9.9% | -9.4% |
| YTD | -10.3% | +29.1% | -39.4% | -22.6% |
| 1Y | -5.8% | +28.5% | -34.3% | -18.7% |
| All | -5.8% | +27.9% | -33.7% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling