+8,204.6%
BN vs RL
+1,366.2%
+6,838.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | -2.5% | -0.8% | -1.7% | -2.2% |
| 30D | -9.5% | -7.8% | -1.7% | -7.4% |
| 3M | -10.4% | -4.0% | -6.4% | -9.6% |
| 6M | -6.4% | -1.9% | -4.5% | -6.6% |
| YTD | -11.9% | -0.2% | -11.7% | -12.6% |
| 1Y | -8.6% | +10.7% | -19.3% | -12.2% |
| 3Y | +77.6% | +210.8% | -133.2% | +25.7% |
| 5Y | +37.0% | +238.2% | -201.2% | -6.8% |
| 10Y | +266.4% | +313.4% | -47.0% | +122.3% |
| All | +8,204.6% | +1,366.2% | +6,838.4% | +3,534.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling