+261.6%
BN vs RL
+304.3%
-42.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -2.1% |
| 7D | -1.2% | +1.9% | -3.1% | -1.9% |
| 30D | -10.9% | -12.2% | +1.3% | -6.4% |
| 3M | -11.1% | -6.6% | -4.4% | -9.1% |
| 6M | -4.4% | +3.2% | -7.5% | -6.7% |
| YTD | -14.1% | -1.3% | -12.8% | -14.8% |
| 1Y | -11.1% | +13.6% | -24.6% | -16.7% |
| 3Y | +75.6% | +210.9% | -135.3% | +10.0% |
| 5Y | +35.8% | +246.9% | -211.1% | -20.6% |
| 10Y | +261.6% | +310.1% | -48.5% | +88.2% |
| All | +261.6% | +304.3% | -42.7% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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