+54.5%
DLR vs BN
+102.8%
-48.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.5% | +1.8% |
| 7D | +2.4% | +3.6% | -1.3% | +0.9% |
| 30D | +0.7% | +15.9% | -15.1% | -5.3% |
| 3M | -6.4% | -2.3% | -4.1% | -5.8% |
| 6M | -6.5% | -8.4% | +1.9% | -3.6% |
| YTD | +18.8% | -5.9% | +24.7% | +20.3% |
| 1Y | +9.0% | -5.6% | +14.6% | +10.2% |
| 3Y | +54.5% | +104.2% | -49.7% | +11.2% |
| All | +54.5% | +102.8% | -48.3% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling