+256.9%
BN vs RNG
+223.4%
+33.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -5.9% | -9.6% | +3.7% | -4.2% |
| 30D | -15.1% | +8.8% | -23.9% | -16.4% |
| 3M | -14.6% | +78.6% | -93.2% | -23.9% |
| 6M | -8.4% | +70.3% | -78.7% | -18.5% |
| YTD | -16.8% | +140.3% | -157.1% | -31.8% |
| 1Y | -14.4% | +126.6% | -141.0% | -29.2% |
| 3Y | +70.1% | +120.2% | -50.1% | +37.1% |
| 5Y | +33.5% | -68.3% | +101.8% | +32.5% |
| All | +256.9% | +223.4% | +33.4% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling