+53.3%
DIA vs BN
+29.3%
+24.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.9% | +5.3% | -6.3% | -2.8% |
| 30D | +0.3% | +11.9% | -11.6% | -3.8% |
| 3M | -4.5% | -5.7% | +1.2% | -2.7% |
| 6M | +3.4% | -10.6% | +14.0% | +7.1% |
| YTD | +7.8% | -9.4% | +17.1% | +10.5% |
| 1Y | +10.7% | -8.8% | +19.5% | +13.2% |
| 3Y | +57.5% | +95.6% | -38.1% | +20.3% |
| All | +53.3% | +29.3% | +24.0% | +34.5% |
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