+16,795.3%
BN vs DRI
+7,978.2%
+8,817.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +5.3% | +2.8% | +2.5% | +4.6% |
| 30D | +11.9% | +13.3% | -1.4% | +8.0% |
| 3M | -5.7% | +8.2% | -13.9% | -8.0% |
| 6M | -10.6% | +17.5% | -28.2% | -15.0% |
| YTD | -9.4% | +26.9% | -36.3% | -16.0% |
| 1Y | -8.8% | +31.6% | -40.3% | -16.4% |
| 3Y | +95.6% | +67.0% | +28.7% | +66.4% |
| 5Y | +30.2% | +72.9% | -42.8% | +9.3% |
| 10Y | +277.0% | +371.3% | -94.3% | +130.1% |
| All | +16,795.3% | +7,978.2% | +8,817.2% | +6,855.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling