+10.7%
O vs BN
+29.3%
-18.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +3.7% | +5.3% | -1.6% | +2.4% |
| 30D | +11.2% | +11.9% | -0.7% | +8.3% |
| 3M | -4.0% | -5.7% | +1.8% | -2.9% |
| 6M | -5.2% | -10.6% | +5.4% | -3.2% |
| YTD | +9.5% | -9.4% | +18.8% | +11.0% |
| 1Y | +10.6% | -8.8% | +19.4% | +11.8% |
| 3Y | +38.1% | +95.6% | -57.5% | +8.4% |
| All | +10.7% | +29.3% | -18.6% | -4.1% |
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 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