+35.8%
DLR vs BN
+35.4%
+0.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.5% | +1.6% |
| 7D | +2.4% | +3.6% | -1.3% | +0.7% |
| 30D | +0.7% | +15.9% | -15.1% | -6.0% |
| 3M | -6.4% | -2.3% | -4.1% | -5.7% |
| 6M | -6.5% | -8.4% | +1.9% | -3.2% |
| YTD | +18.8% | -5.9% | +24.7% | +20.5% |
| 1Y | +9.0% | -5.6% | +14.6% | +10.3% |
| 3Y | +54.5% | +104.2% | -49.7% | +3.6% |
| 5Y | +35.8% | +35.5% | +0.4% | +4.6% |
| All | +35.8% | +35.4% | +0.5% | +4.6% |
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