+14,219.4%
DE vs BN
+15,531.3%
-1,311.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.1% |
| 7D | +0.3% | -1.0% | +1.3% | +0.7% |
| 30D | +3.6% | +14.0% | -10.4% | -2.1% |
| 3M | +10.2% | -9.0% | +19.3% | +14.1% |
| 6M | +16.6% | -8.8% | +25.4% | +20.1% |
| YTD | +45.8% | -10.3% | +56.1% | +49.8% |
| 1Y | +43.9% | -5.8% | +49.7% | +44.7% |
| 3Y | +89.6% | +94.8% | -5.2% | +37.3% |
| 5Y | +100.3% | +31.5% | +68.9% | +66.0% |
| 10Y | +760.8% | +291.9% | +468.9% | +346.8% |
| All | +14,219.4% | +15,531.3% | -1,311.9% | +3,174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling