+264.7%
BN vs RRC
+4.5%
+260.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -3.0% | -1.7% | -1.3% | -2.7% |
| 30D | -13.0% | +3.6% | -16.6% | -13.5% |
| 3M | -15.2% | +8.8% | -24.1% | -16.5% |
| 6M | -5.9% | +0.8% | -6.7% | -6.6% |
| YTD | -15.8% | +19.0% | -34.7% | -18.8% |
| 1Y | -12.2% | +22.9% | -35.1% | -16.1% |
| 3Y | +72.2% | +32.3% | +39.9% | +61.5% |
| 5Y | +33.2% | +151.6% | -118.4% | +11.2% |
| 10Y | +264.7% | +5.5% | +259.2% | +174.2% |
| All | +264.7% | +4.5% | +260.1% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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