+16,328.3%
BN vs DRI
+7,577.6%
+8,750.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -2.5% | +0.6% | -3.0% | -2.7% |
| 30D | -9.5% | +3.8% | -13.3% | -10.6% |
| 3M | -10.4% | +13.0% | -23.4% | -13.8% |
| 6M | -6.4% | +8.3% | -14.7% | -8.9% |
| YTD | -11.9% | +20.6% | -32.5% | -17.0% |
| 1Y | -8.6% | +6.5% | -15.1% | -11.1% |
| 3Y | +77.6% | +53.7% | +23.8% | +54.7% |
| 5Y | +37.0% | +72.7% | -35.6% | +15.1% |
| 10Y | +266.4% | +363.2% | -96.8% | +125.2% |
| All | +16,328.3% | +7,577.6% | +8,750.7% | +6,767.6% |
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