+176.7%
DLR vs BN
+257.9%
-81.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | +2.9% | -3.0% | +5.9% | +4.2% |
| 30D | -1.2% | -13.0% | +11.8% | +4.5% |
| 3M | +2.9% | -15.2% | +18.2% | +9.9% |
| 6M | +6.7% | -5.9% | +12.6% | +8.8% |
| YTD | +23.9% | -15.8% | +39.6% | +31.6% |
| 1Y | +18.6% | -12.2% | +30.8% | +23.7% |
| 3Y | +59.7% | +72.2% | -12.5% | +23.2% |
| 5Y | +42.1% | +33.2% | +8.9% | +18.5% |
| 10Y | +176.7% | +264.7% | -88.0% | +40.0% |
| All | +176.7% | +257.9% | -81.2% | +40.0% |
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 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