+95.6%
BN vs RL
+240.1%
-144.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +5.3% | -4.2% | +9.5% | +7.3% |
| 30D | +11.9% | +4.3% | +7.6% | +9.8% |
| 3M | -5.7% | -4.6% | -1.1% | -4.0% |
| 6M | -10.6% | +1.7% | -12.3% | -12.3% |
| YTD | -9.4% | +7.3% | -16.7% | -13.8% |
| 1Y | -8.8% | +20.8% | -29.6% | -18.2% |
| 3Y | +95.6% | +247.0% | -151.3% | +3.6% |
| All | +95.6% | +240.1% | -144.4% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling