+76.3%
DE vs BN
+71.3%
+5.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -3.0% | -3.0% | 0.0% | -2.1% |
| 30D | +11.1% | -13.0% | +24.2% | +16.3% |
| 3M | +17.6% | -15.2% | +32.8% | +24.1% |
| 6M | +13.6% | -5.9% | +19.5% | +14.9% |
| YTD | +46.3% | -15.8% | +62.0% | +52.9% |
| 1Y | +44.2% | -12.2% | +56.4% | +47.4% |
| All | +76.3% | +71.3% | +5.0% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling