-10.8%
DOW vs BN
+161.2%
-172.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | -2.4% | -2.5% | +0.1% | -1.1% |
| 30D | +0.4% | -9.5% | +9.9% | +5.9% |
| 3M | -14.4% | -10.4% | -4.0% | -9.6% |
| 6M | -7.0% | -6.4% | -0.6% | -6.2% |
| YTD | +30.2% | -11.9% | +42.1% | +35.7% |
| 1Y | +29.2% | -8.6% | +37.8% | +31.2% |
| 3Y | -36.7% | +77.6% | -114.3% | -59.0% |
| 5Y | -37.7% | +37.0% | -74.7% | -54.1% |
| All | -10.8% | +161.2% | -172.0% | -56.1% |
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