+95.6%
BN vs DRI
+66.4%
+29.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +5.3% | +2.8% | +2.5% | +4.4% |
| 30D | +11.9% | +13.3% | -1.4% | +7.0% |
| 3M | -5.7% | +8.2% | -13.9% | -8.7% |
| 6M | -10.6% | +17.5% | -28.2% | -16.4% |
| YTD | -9.4% | +26.9% | -36.3% | -18.4% |
| 1Y | -8.8% | +31.6% | -40.3% | -19.3% |
| 3Y | +95.6% | +67.0% | +28.7% | +49.0% |
| All | +95.6% | +66.4% | +29.2% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling