+1,106.2%
DELL vs BN
+33.2%
+1,073.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.3% |
| 7D | +8.7% | -3.0% | +11.7% | +10.6% |
| 30D | +16.9% | -13.0% | +29.9% | +26.5% |
| 3M | +40.4% | -15.2% | +55.7% | +54.0% |
| 6M | +267.1% | -5.9% | +273.0% | +275.6% |
| YTD | +329.1% | -15.8% | +344.9% | +365.6% |
| 1Y | +346.9% | -12.2% | +359.1% | +372.4% |
| 3Y | +696.6% | +72.2% | +624.4% | +472.3% |
| 5Y | +1,106.2% | +33.2% | +1,073.0% | +891.4% |
| All | +1,106.2% | +33.2% | +1,073.0% | +891.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling