-35.9%
DOW vs BN
+35.3%
-71.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.5% |
| 7D | -2.9% | -1.2% | -1.7% | -2.5% |
| 30D | +2.0% | -10.9% | +12.9% | +6.8% |
| 3M | -12.5% | -11.1% | -1.5% | -8.6% |
| 6M | -9.2% | -4.4% | -4.8% | -9.7% |
| YTD | +30.8% | -14.1% | +44.9% | +36.7% |
| 1Y | +29.4% | -11.1% | +40.4% | +32.6% |
| 3Y | -34.6% | +75.6% | -110.1% | -51.7% |
| 5Y | -35.9% | +35.8% | -71.7% | -49.8% |
| All | -35.9% | +35.3% | -71.3% | -49.8% |
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