+30.3%
BN vs RL
+226.8%
-196.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +5.3% | -4.2% | +9.5% | +7.4% |
| 30D | +11.9% | +4.3% | +7.6% | +9.7% |
| 3M | -5.7% | -4.6% | -1.1% | -4.0% |
| 6M | -10.6% | +1.7% | -12.3% | -12.6% |
| YTD | -9.4% | +7.3% | -16.7% | -14.0% |
| 1Y | -8.8% | +20.8% | -29.6% | -18.5% |
| 3Y | +95.6% | +247.0% | -151.3% | +1.9% |
| All | +30.3% | +226.8% | -196.5% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling