+290.2%
BN vs DRI
+331.7%
-41.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -1.0% | +1.1% | -2.0% | -1.4% |
| 30D | +14.0% | +9.7% | +4.3% | +9.9% |
| 3M | -9.0% | +3.2% | -12.2% | -10.4% |
| 6M | -8.8% | +20.6% | -29.4% | -16.1% |
| YTD | -10.3% | +28.3% | -38.5% | -20.0% |
| 1Y | -5.8% | +34.5% | -40.3% | -17.8% |
| 3Y | +94.8% | +66.5% | +28.2% | +53.5% |
| 5Y | +31.5% | +79.6% | -48.2% | -0.4% |
| All | +290.2% | +331.7% | -41.5% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling