+35.8%
BN vs DD
+61.7%
-25.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | -10.9% | -7.4% | -3.5% | -6.9% |
| 3M | -11.1% | -6.4% | -4.6% | -7.9% |
| 6M | -4.4% | -2.5% | -1.9% | -4.1% |
| YTD | -14.1% | +10.2% | -24.4% | -20.5% |
| 1Y | -11.1% | +36.9% | -48.0% | -28.5% |
| 3Y | +75.6% | +47.0% | +28.5% | +31.1% |
| 5Y | +35.8% | +63.1% | -27.4% | -6.2% |
| All | +35.8% | +61.7% | -25.9% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling