+80.2%
BN vs DD
+47.4%
+32.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | -2.5% | -3.5% | +1.0% | -0.7% |
| 30D | -9.5% | -10.3% | +0.8% | -4.3% |
| 3M | -10.4% | -7.5% | -2.8% | -6.9% |
| 6M | -6.4% | -8.0% | +1.6% | -3.1% |
| YTD | -11.9% | +10.5% | -22.3% | -17.9% |
| 1Y | -8.6% | +38.3% | -46.9% | -25.6% |
| All | +80.2% | +47.4% | +32.8% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling