+16,294.4%
BN vs DD
+1,151.9%
+15,142.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.0% | +1.6% |
| 7D | +3.6% | +9.8% | -6.2% | -0.3% |
| 30D | +15.9% | +19.3% | -3.5% | +7.9% |
| 3M | -2.3% | +9.4% | -11.7% | -6.0% |
| 6M | -8.4% | +4.8% | -13.2% | -10.6% |
| YTD | -5.9% | +30.2% | -36.1% | -15.9% |
| 1Y | -5.6% | +32.2% | -37.8% | -16.2% |
| 3Y | +104.2% | +93.1% | +11.1% | +55.3% |
| 5Y | +35.5% | +68.0% | -32.5% | +8.3% |
| 10Y | +285.2% | +98.5% | +186.8% | +174.7% |
| All | +16,294.4% | +1,151.9% | +15,142.4% | +6,416.0% |
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