+72.1%
BN vs RNG
+123.8%
-51.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.8% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -10.9% | +11.4% | -22.3% | -12.8% |
| 3M | -11.1% | +72.1% | -83.2% | -20.6% |
| 6M | -4.4% | +67.9% | -72.3% | -15.3% |
| YTD | -14.1% | +144.3% | -158.5% | -31.7% |
| 1Y | -11.1% | +117.5% | -128.6% | -27.4% |
| All | +72.1% | +123.8% | -51.7% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling