+235.9%
DIA vs BN
+280.2%
-44.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +0.9% | +4.3% | -3.4% | -0.9% |
| 30D | +1.1% | +14.3% | -13.2% | -4.7% |
| 3M | -2.9% | -4.1% | +1.2% | -1.4% |
| 6M | +5.9% | -9.7% | +15.5% | +10.0% |
| YTD | +9.8% | -7.1% | +16.9% | +11.9% |
| 1Y | +11.7% | -7.4% | +19.2% | +13.9% |
| 3Y | +59.5% | +102.3% | -42.8% | +10.7% |
| 5Y | +57.5% | +35.9% | +21.6% | +28.2% |
| 10Y | +235.9% | +289.2% | -53.3% | +65.2% |
| All | +235.9% | +280.2% | -44.3% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling