+94.8%
BN vs RNG
+179.0%
-84.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -1.0% | +4.6% | -5.6% | -1.8% |
| 30D | +14.0% | +0.4% | +13.5% | +13.5% |
| 3M | -9.0% | +11.4% | -20.4% | -11.3% |
| 6M | -8.8% | +95.7% | -104.5% | -21.3% |
| YTD | -10.3% | +162.9% | -173.1% | -29.8% |
| 1Y | -5.8% | +180.3% | -186.1% | -27.7% |
| 3Y | +94.8% | +188.3% | -93.6% | +42.1% |
| All | +94.8% | +179.0% | -84.2% | +42.1% |
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