+289.2%
BN vs RL
+369.1%
-79.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +4.3% | +1.3% | +3.0% | +3.7% |
| 30D | +14.3% | +7.6% | +6.7% | +11.0% |
| 3M | -4.1% | -1.5% | -2.6% | -3.8% |
| 6M | -9.7% | +12.1% | -21.7% | -14.5% |
| YTD | -7.1% | +13.9% | -21.1% | -13.1% |
| 1Y | -7.4% | +20.7% | -28.1% | -15.4% |
| 3Y | +102.3% | +260.6% | -158.2% | +19.2% |
| 5Y | +35.9% | +248.9% | -212.9% | -21.2% |
| 10Y | +289.2% | +355.9% | -66.7% | +89.3% |
| All | +289.2% | +369.1% | -79.9% | +89.3% |
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