+15,251.3%
BN vs DD
+961.9%
+14,289.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -2.5% | -3.5% | +1.0% | -1.1% |
| 30D | -9.5% | -10.3% | +0.8% | -5.7% |
| 3M | -10.4% | -7.5% | -2.8% | -7.8% |
| 6M | -6.4% | -8.0% | +1.6% | -3.8% |
| YTD | -11.9% | +10.5% | -22.3% | -15.8% |
| 1Y | -8.6% | +38.3% | -46.9% | -20.2% |
| 3Y | +77.6% | +42.5% | +35.1% | +51.9% |
| 5Y | +37.0% | +60.2% | -23.1% | +12.0% |
| 10Y | +266.4% | +68.9% | +197.5% | +179.0% |
| All | +15,251.3% | +961.9% | +14,289.4% | +6,423.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling