+35.8%
BN vs DG
-37.3%
+73.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -2.1% |
| 7D | -1.2% | -2.5% | +1.3% | -0.9% |
| 30D | -10.9% | +1.0% | -11.9% | -11.1% |
| 3M | -11.1% | +20.3% | -31.4% | -13.1% |
| 6M | -4.4% | -11.7% | +7.4% | -3.5% |
| YTD | -14.1% | -2.3% | -11.8% | -14.3% |
| 1Y | -11.1% | +20.0% | -31.1% | -13.3% |
| 3Y | +75.6% | +7.2% | +68.3% | +70.9% |
| 5Y | +35.8% | -37.9% | +73.7% | +44.4% |
| All | +35.8% | -37.3% | +73.0% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling