+43.6%
DE vs BN
-14.1%
+57.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -2.6% | -5.2% | +2.6% | -1.9% |
| 30D | +9.0% | -14.5% | +23.5% | +11.3% |
| 3M | +19.1% | -15.0% | +34.1% | +21.6% |
| 6M | +14.4% | -5.4% | +19.8% | +14.9% |
| YTD | +45.9% | -16.4% | +62.4% | +46.6% |
| 1Y | +43.6% | -16.2% | +59.8% | +44.8% |
| All | +43.6% | -14.1% | +57.7% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling