+33.2%
BN vs RNG
-70.2%
+103.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -3.0% | -4.1% | +1.1% | -2.2% |
| 30D | -13.0% | +8.6% | -21.7% | -14.6% |
| 3M | -15.2% | +78.0% | -93.2% | -26.0% |
| 6M | -5.9% | +67.0% | -73.0% | -17.8% |
| YTD | -15.8% | +142.4% | -158.2% | -33.9% |
| 1Y | -12.2% | +120.4% | -132.6% | -29.8% |
| 3Y | +72.2% | +122.1% | -49.9% | +31.8% |
| 5Y | +33.2% | -69.8% | +103.0% | +33.6% |
| All | +33.2% | -70.2% | +103.4% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling