+85.5%
DT vs BN
+158.6%
-73.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -5.4% | -2.4% | -3.0% | -4.2% |
| 30D | -32.2% | +13.5% | -45.7% | -36.9% |
| 3M | -10.9% | -5.9% | -5.0% | -8.3% |
| 6M | +10.0% | -8.9% | +18.9% | +14.8% |
| YTD | +2.1% | -7.9% | +9.9% | +5.1% |
| 1Y | -5.5% | -8.3% | +2.8% | -2.8% |
| 3Y | -12.4% | +100.8% | -113.2% | -44.7% |
| 5Y | -39.7% | +38.2% | -77.9% | -53.0% |
| All | +85.5% | +158.6% | -73.1% | -14.7% |
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