+14,609.3%
DE vs BN
+15,251.3%
-642.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +10.0% | -2.5% | +12.5% | +11.0% |
| 30D | +13.3% | -9.5% | +22.8% | +17.9% |
| 3M | +17.5% | -10.4% | +27.9% | +22.6% |
| 6M | +13.6% | -6.4% | +19.9% | +15.7% |
| YTD | +49.8% | -11.9% | +61.7% | +55.5% |
| 1Y | +47.9% | -8.6% | +56.5% | +50.5% |
| 3Y | +72.5% | +77.6% | -5.0% | +29.8% |
| 5Y | +90.2% | +37.0% | +53.2% | +55.2% |
| 10Y | +865.4% | +266.4% | +599.0% | +415.5% |
| All | +14,609.3% | +15,251.3% | -642.0% | +3,298.8% |
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 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