+3,457.3%
DLR vs BN
+1,752.0%
+1,705.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.5% | +1.5% |
| 7D | +2.4% | +3.6% | -1.3% | +0.6% |
| 30D | +0.7% | +15.9% | -15.1% | -6.4% |
| 3M | -6.4% | -2.3% | -4.1% | -5.7% |
| 6M | -6.5% | -8.4% | +1.9% | -3.1% |
| YTD | +18.8% | -5.9% | +24.7% | +20.6% |
| 1Y | +9.0% | -5.6% | +14.6% | +10.4% |
| 3Y | +54.5% | +104.2% | -49.7% | +4.2% |
| 5Y | +35.8% | +35.5% | +0.4% | +9.1% |
| 10Y | +177.5% | +285.2% | -107.8% | +18.5% |
| All | +3,457.3% | +1,752.0% | +1,705.2% | +620.0% |
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