+285.2%
BN vs RL
+397.7%
-112.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +1.6% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +15.9% | +7.3% | +8.5% | +12.7% |
| 3M | -2.3% | +1.0% | -3.4% | -3.0% |
| 6M | -8.4% | +11.8% | -20.2% | -13.3% |
| YTD | -5.9% | +13.6% | -19.5% | -11.8% |
| 1Y | -5.6% | +24.0% | -29.6% | -14.6% |
| 3Y | +104.2% | +256.6% | -152.4% | +21.0% |
| 5Y | +35.5% | +240.2% | -204.7% | -20.7% |
| 10Y | +285.2% | +373.0% | -87.7% | +86.2% |
| All | +285.2% | +397.7% | -112.4% | +86.2% |
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