+9,332.9%
BN vs DGX
+8,794.8%
+538.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -3.0% | -2.2% | -0.8% | -2.5% |
| 30D | -13.0% | -0.9% | -12.1% | -12.8% |
| 3M | -15.2% | +15.6% | -30.8% | -18.2% |
| 6M | -5.9% | +17.8% | -23.7% | -9.7% |
| YTD | -15.8% | +37.5% | -53.2% | -22.2% |
| 1Y | -12.2% | +31.2% | -43.3% | -18.1% |
| 3Y | +72.2% | +96.6% | -24.4% | +45.0% |
| 5Y | +33.2% | +64.9% | -31.7% | +16.2% |
| 10Y | +264.7% | +254.6% | +10.1% | +166.0% |
| All | +9,332.9% | +8,794.8% | +538.1% | +4,178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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