-8.6%
BN vs RNG
+144.7%
-153.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.1% |
| 7D | -2.5% | +5.8% | -8.2% | -3.0% |
| 30D | -9.5% | +19.6% | -29.1% | -11.1% |
| 3M | -10.4% | +67.0% | -77.4% | -14.8% |
| 6M | -6.4% | +88.4% | -94.7% | -12.9% |
| YTD | -11.9% | +155.5% | -167.3% | -22.2% |
| 1Y | -8.6% | +141.7% | -150.3% | -19.3% |
| All | -8.6% | +144.7% | -153.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling