+83.2%
BN vs RRC
+34.3%
+49.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -2.5% | +1.3% | -3.8% | -2.8% |
| 30D | -9.5% | +10.1% | -19.6% | -11.5% |
| 3M | -10.4% | +4.0% | -14.4% | -11.4% |
| 6M | -6.4% | +1.6% | -7.9% | -7.5% |
| YTD | -11.9% | +19.7% | -31.6% | -17.7% |
| 1Y | -8.6% | +21.4% | -30.0% | -15.8% |
| All | +83.2% | +34.3% | +49.0% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling