+1,134.1%
BN vs DG
+632.1%
+502.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.4% | -3.0% | +0.6% | -1.9% |
| 30D | +13.5% | +8.6% | +4.9% | +11.8% |
| 3M | -5.9% | +15.0% | -21.0% | -8.4% |
| 6M | -8.9% | +32.7% | -41.6% | -13.8% |
| YTD | -7.9% | +5.5% | -13.4% | -9.4% |
| 1Y | -8.3% | +34.6% | -42.9% | -13.9% |
| 3Y | +100.8% | +24.2% | +76.5% | +84.7% |
| 5Y | +38.2% | -32.3% | +70.5% | +43.7% |
| 10Y | +302.3% | +111.1% | +191.2% | +228.1% |
| All | +1,134.1% | +632.1% | +502.0% | +706.8% |
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