+1,121.8%
BN vs DG
+617.0%
+504.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -0.3% | -2.5% | +2.2% | +0.2% |
| 30D | +13.6% | +7.7% | +5.9% | +12.0% |
| 3M | -6.7% | +13.1% | -19.8% | -8.8% |
| 6M | -9.0% | +32.0% | -41.0% | -13.8% |
| YTD | -8.8% | +3.3% | -12.1% | -10.0% |
| 1Y | -10.6% | +31.7% | -42.3% | -15.7% |
| 3Y | +98.8% | +21.7% | +77.1% | +83.5% |
| 5Y | +33.6% | -34.7% | +68.4% | +40.0% |
| 10Y | +298.3% | +106.7% | +191.6% | +226.0% |
| All | +1,121.8% | +617.0% | +504.7% | +701.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling