+5,286.6%
O vs BN
+18,560.4%
-13,273.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +3.5% | +4.3% | -0.8% | +1.8% |
| 30D | +10.4% | +14.3% | -3.9% | +4.8% |
| 3M | -2.4% | -4.1% | +1.7% | -1.2% |
| 6M | -1.2% | -9.7% | +8.4% | +2.0% |
| YTD | +10.4% | -7.1% | +17.6% | +11.7% |
| 1Y | +11.4% | -7.4% | +18.9% | +12.6% |
| 3Y | +40.4% | +102.3% | -62.0% | -0.1% |
| 5Y | +12.1% | +35.9% | -23.8% | -9.3% |
| 10Y | +82.7% | +289.2% | -206.4% | -3.8% |
| All | +5,286.6% | +18,560.4% | -13,273.8% | +1,248.8% |
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