-13.3%
BN vs DG
+21.6%
-34.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -17.5% |
| 6M | -5.9% | -13.6% | +7.6% | -4.9% |
| YTD | -15.8% | -4.8% | -10.9% | -15.6% |
| All | -13.3% | +21.6% | -34.9% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling