+14,855.3%
BN vs DTE
+3,521.9%
+11,333.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -3.0% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | -10.9% | -1.9% | -9.0% | -10.2% |
| 3M | -11.1% | -3.3% | -7.8% | -9.9% |
| 6M | -4.4% | -7.1% | +2.8% | -1.5% |
| YTD | -14.1% | +8.1% | -22.2% | -17.8% |
| 1Y | -11.1% | +5.3% | -16.3% | -13.9% |
| 3Y | +75.6% | +48.2% | +27.4% | +44.3% |
| 5Y | +35.8% | +33.2% | +2.6% | +16.6% |
| 10Y | +261.6% | +137.5% | +124.1% | +140.2% |
| All | +14,855.3% | +3,521.9% | +11,333.3% | +5,021.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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