+88.3%
DT vs BN
+156.0%
-67.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -30.4% | +13.6% | -43.9% | -35.2% |
| 3M | -9.4% | -6.7% | -2.7% | -6.4% |
| 6M | +14.5% | -9.0% | +23.5% | +19.5% |
| YTD | +3.6% | -8.8% | +12.4% | +7.2% |
| 1Y | -3.4% | -10.6% | +7.2% | +0.8% |
| 3Y | -11.1% | +98.8% | -109.9% | -43.6% |
| 5Y | -39.5% | +33.6% | -73.1% | -52.0% |
| All | +88.3% | +156.0% | -67.8% | -13.0% |
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 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