+19.0%
DLR vs BN
-6.5%
+25.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.6% | -2.5% | +4.0% | +2.5% |
| 30D | -3.4% | -9.5% | +6.1% | +0.1% |
| 3M | +0.5% | -10.4% | +10.9% | +4.4% |
| 6M | +4.6% | -6.4% | +10.9% | +6.4% |
| YTD | +23.4% | -11.9% | +35.3% | +27.4% |
| 1Y | +19.0% | -8.6% | +27.6% | +21.0% |
| All | +19.0% | -6.5% | +25.5% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling