-10.2%
DOW vs BN
+146.5%
-156.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.5% |
| 7D | -2.4% | -5.9% | +3.5% | +1.0% |
| 30D | -4.1% | -15.1% | +11.0% | +4.9% |
| 3M | -12.4% | -14.6% | +2.1% | -4.9% |
| 6M | -10.6% | -8.4% | -2.2% | -8.8% |
| YTD | +31.1% | -16.8% | +47.9% | +41.1% |
| 1Y | +30.5% | -14.4% | +44.9% | +37.5% |
| 3Y | -34.4% | +70.1% | -104.5% | -56.5% |
| 5Y | -35.5% | +33.5% | -69.0% | -52.1% |
| All | -10.2% | +146.5% | -156.7% | -54.4% |
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