+1,080.6%
BN vs DG
+606.1%
+474.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -2.5% | +8.4% | -10.9% | -3.9% |
| 30D | -9.5% | +4.9% | -14.4% | -10.4% |
| 3M | -10.4% | +29.3% | -39.7% | -14.7% |
| 6M | -6.4% | -11.3% | +4.9% | -4.9% |
| YTD | -11.9% | +1.8% | -13.6% | -12.7% |
| 1Y | -8.6% | +25.3% | -33.9% | -13.1% |
| 3Y | +77.6% | +9.1% | +68.5% | +67.8% |
| 5Y | +37.0% | -34.9% | +71.9% | +43.6% |
| 10Y | +266.4% | +108.2% | +158.2% | +199.5% |
| All | +1,080.6% | +606.1% | +474.5% | +677.6% |
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