+290.2%
BN vs RRC
+73.1%
+217.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -1.0% | +6.4% | -7.4% | -2.0% |
| 30D | +14.0% | +23.9% | -9.9% | +9.8% |
| 3M | -9.0% | +30.2% | -39.2% | -13.2% |
| 6M | -8.8% | +26.3% | -35.1% | -12.8% |
| YTD | -10.3% | +48.1% | -58.3% | -16.8% |
| 1Y | -5.8% | +37.7% | -43.5% | -11.8% |
| 3Y | +94.8% | +60.3% | +34.5% | +76.6% |
| 5Y | +31.5% | +135.3% | -103.8% | +10.0% |
| All | +290.2% | +73.1% | +217.2% | +171.6% |
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