+14,331.0%
DE vs BN
+15,786.9%
-1,455.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +4.4% | +13.6% | -9.1% | -1.1% |
| 3M | +9.8% | -6.7% | +16.4% | +12.4% |
| 6M | +15.8% | -9.0% | +24.8% | +19.4% |
| YTD | +47.0% | -8.8% | +55.7% | +50.0% |
| 1Y | +42.8% | -10.6% | +53.4% | +46.7% |
| 3Y | +88.9% | +98.8% | -9.8% | +35.6% |
| 5Y | +101.9% | +33.6% | +68.3% | +66.2% |
| 10Y | +767.5% | +298.3% | +469.2% | +347.3% |
| All | +14,331.0% | +15,786.9% | -1,455.9% | +3,178.0% |
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