+21.9%
BB vs RNG
+234.5%
-212.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.2% |
| 7D | +1.8% | +4.6% | -2.8% | +0.5% |
| 30D | +8.1% | +0.4% | +7.7% | +8.3% |
| 3M | -1.0% | +11.4% | -12.4% | -4.1% |
| 6M | +45.9% | +95.7% | -49.8% | +16.3% |
| YTD | +134.8% | +162.9% | -28.1% | +63.4% |
| 1Y | +104.6% | +180.3% | -75.7% | +39.1% |
| 3Y | +152.8% | +188.3% | -35.5% | +64.5% |
| 5Y | -17.4% | -72.5% | +55.1% | -6.9% |
| All | +21.9% | +234.5% | -212.5% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling