+3,595.6%
DLR vs BN
+1,634.2%
+1,961.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.6% | -2.5% | +4.0% | +2.8% |
| 30D | -3.4% | -9.5% | +6.1% | +1.3% |
| 3M | +0.5% | -10.4% | +10.9% | +5.7% |
| 6M | +4.6% | -6.4% | +10.9% | +7.2% |
| YTD | +23.4% | -11.9% | +35.3% | +29.6% |
| 1Y | +19.0% | -8.6% | +27.6% | +22.5% |
| 3Y | +56.5% | +77.6% | -21.0% | +12.9% |
| 5Y | +33.3% | +37.0% | -3.7% | +6.4% |
| 10Y | +165.1% | +266.4% | -101.2% | +16.3% |
| All | +3,595.6% | +1,634.2% | +1,961.5% | +674.0% |
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 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