+15.9%
BN vs S
-8.7%
+24.6%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.0% | -4.2% | +2.9% |
| 7D | +3.6% | +1.6% | +2.1% | +3.1% |
| 30D | +15.9% | -10.5% | +26.3% | +16.2% |
| All | +15.9% | -8.7% | +24.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1mo: compounded portfolio wealth divided by compounded S 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…
1mo analysis · Full analysis span regression · Available span rolling