+1,107.4%
DIA vs BN
+8,727.9%
-7,620.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.7% | +0.7% |
| 7D | +0.8% | +3.6% | -2.9% | -0.6% |
| 30D | +1.4% | +15.9% | -14.4% | -4.1% |
| 3M | -2.7% | -2.3% | -0.4% | -2.1% |
| 6M | +6.2% | -8.4% | +14.6% | +9.2% |
| YTD | +10.1% | -5.9% | +16.0% | +11.5% |
| 1Y | +13.0% | -5.6% | +18.6% | +14.1% |
| 3Y | +61.9% | +104.2% | -42.4% | +20.1% |
| 5Y | +57.1% | +35.5% | +21.6% | +32.2% |
| 10Y | +240.9% | +285.2% | -44.3% | +92.0% |
| All | +1,107.4% | +8,727.9% | -7,620.5% | +188.4% |
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 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