-28.1%
DT vs BN
+35.3%
-63.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.7% |
| 7D | -4.9% | -1.2% | -3.7% | -4.2% |
| 30D | +2.7% | -10.9% | +13.6% | +9.3% |
| 3M | +20.0% | -11.1% | +31.0% | +27.5% |
| 6M | +28.0% | -4.4% | +32.4% | +29.9% |
| YTD | +16.0% | -14.1% | +30.2% | +24.7% |
| 1Y | +0.7% | -11.1% | +11.8% | +5.3% |
| 3Y | +6.2% | +75.6% | -69.4% | -29.9% |
| 5Y | -28.1% | +35.8% | -63.9% | -41.0% |
| All | -28.1% | +35.3% | -63.4% | -41.0% |
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 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