+5,387.7%
O vs BN
+17,612.2%
-12,224.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.7% | -2.5% | +1.7% | +0.2% |
| 30D | -1.9% | -9.5% | +7.6% | +1.8% |
| 3M | +3.8% | -10.4% | +14.2% | +8.0% |
| 6M | -4.7% | -6.4% | +1.6% | -3.2% |
| YTD | +12.5% | -11.9% | +24.3% | +16.3% |
| 1Y | +10.8% | -8.6% | +19.4% | +12.5% |
| 3Y | +28.8% | +77.6% | -48.8% | -3.6% |
| 5Y | +13.2% | +37.0% | -23.8% | -8.9% |
| 10Y | +53.5% | +266.4% | -212.9% | -17.2% |
| All | +5,387.7% | +17,612.2% | -12,224.5% | +1,304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling