+445.4%
BN vs RNG
+327.7%
+117.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.4% |
| 7D | -2.5% | +5.8% | -8.2% | -3.4% |
| 30D | -9.5% | +19.6% | -29.1% | -12.3% |
| 3M | -10.4% | +67.0% | -77.4% | -18.6% |
| 6M | -6.4% | +88.4% | -94.7% | -17.5% |
| YTD | -11.9% | +155.5% | -167.3% | -27.5% |
| 1Y | -8.6% | +141.7% | -150.3% | -24.3% |
| 3Y | +77.6% | +131.1% | -53.5% | +44.3% |
| 5Y | +37.0% | -70.6% | +107.6% | +37.4% |
| 10Y | +266.4% | +228.2% | +38.2% | +162.9% |
| All | +445.4% | +327.7% | +117.7% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling