+15,947.2%
BN vs DD
+1,155.7%
+14,791.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -2.4% | +3.2% | -5.7% | -3.6% |
| 30D | +13.5% | +20.3% | -6.8% | +5.4% |
| 3M | -5.9% | +8.2% | -14.1% | -9.1% |
| 6M | -8.9% | +3.4% | -12.3% | -10.7% |
| YTD | -7.9% | +30.6% | -38.5% | -17.8% |
| 1Y | -8.3% | +30.6% | -38.9% | -18.2% |
| 3Y | +100.8% | +91.1% | +9.7% | +53.3% |
| 5Y | +38.2% | +68.6% | -30.4% | +10.3% |
| 10Y | +302.3% | +99.9% | +202.4% | +186.1% |
| All | +15,947.2% | +1,155.7% | +14,791.4% | +6,270.0% |
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