+296.6%
BN vs RL
+342.1%
-45.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -0.3% | +2.4% | -2.6% | -1.2% |
| 30D | +13.6% | +4.6% | +9.0% | +11.6% |
| 3M | -6.7% | -1.1% | -5.5% | -6.4% |
| 6M | -9.0% | +16.5% | -25.5% | -15.2% |
| YTD | -8.8% | +11.4% | -20.2% | -13.9% |
| 1Y | -10.6% | +16.1% | -26.7% | -17.1% |
| 3Y | +98.8% | +252.6% | -153.8% | +18.0% |
| 5Y | +33.6% | +244.9% | -211.3% | -22.3% |
| All | +296.6% | +342.1% | -45.5% | +96.6% |
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