+38.3%
BN vs RL
+238.1%
-199.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.2% |
| 7D | -2.5% | -0.8% | -1.7% | -2.1% |
| 30D | -9.5% | -7.8% | -1.7% | -6.4% |
| 3M | -10.4% | -4.0% | -6.4% | -9.3% |
| 6M | -6.4% | -1.9% | -4.5% | -7.1% |
| YTD | -11.9% | -0.2% | -11.7% | -13.3% |
| 1Y | -8.6% | +10.7% | -19.3% | -14.7% |
| 3Y | +77.6% | +210.8% | -133.2% | +0.6% |
| All | +38.3% | +238.1% | -199.8% | -28.8% |
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