+261.6%
BN vs DRI
+350.3%
-88.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.8% |
| 7D | -1.2% | -1.2% | 0.0% | -0.7% |
| 30D | -10.9% | -0.4% | -10.5% | -10.9% |
| 3M | -11.1% | +9.5% | -20.6% | -14.7% |
| 6M | -4.4% | +6.5% | -10.8% | -7.5% |
| YTD | -14.1% | +18.4% | -32.6% | -20.7% |
| 1Y | -11.1% | +4.2% | -15.3% | -13.9% |
| 3Y | +75.6% | +57.1% | +18.5% | +42.0% |
| 5Y | +35.8% | +70.4% | -34.6% | +5.2% |
| 10Y | +261.6% | +354.0% | -92.5% | +98.3% |
| All | +261.6% | +350.3% | -88.7% | +98.3% |
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