+264.7%
BN vs DG
+102.6%
+162.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.5% |
| 7D | -3.0% | -4.8% | +1.8% | -2.2% |
| 30D | -13.0% | +1.8% | -14.8% | -13.3% |
| 3M | -15.2% | +14.5% | -29.7% | -17.4% |
| 6M | -5.9% | -13.6% | +7.6% | -4.0% |
| YTD | -15.8% | -4.8% | -10.9% | -15.6% |
| 1Y | -12.2% | +21.6% | -33.8% | -15.9% |
| 3Y | +72.2% | +4.5% | +67.7% | +64.4% |
| 5Y | +33.2% | -38.5% | +71.7% | +44.1% |
| 10Y | +264.7% | +102.2% | +162.5% | +214.5% |
| All | +264.7% | +102.6% | +162.1% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling