+38.1%
O vs BN
+90.6%
-52.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +3.7% | +5.3% | -1.6% | +2.9% |
| 30D | +11.2% | +11.9% | -0.7% | +9.4% |
| 3M | -4.0% | -5.7% | +1.8% | -3.3% |
| 6M | -5.2% | -10.6% | +5.4% | -4.0% |
| YTD | +9.5% | -9.4% | +18.8% | +10.3% |
| 1Y | +10.6% | -8.8% | +19.4% | +11.3% |
| 3Y | +38.1% | +95.6% | -57.5% | +8.1% |
| All | +38.1% | +90.6% | -52.5% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling