+95.6%
BN vs RRC
+36.3%
+59.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | +5.3% | -10.8% | +16.2% | +7.4% |
| 30D | +11.9% | +22.3% | -10.4% | +6.9% |
| 3M | -5.7% | +26.6% | -32.4% | -10.8% |
| 6M | -10.6% | +18.9% | -29.5% | -14.5% |
| YTD | -9.4% | +39.2% | -48.6% | -18.3% |
| 1Y | -8.8% | +34.0% | -42.7% | -17.0% |
| 3Y | +95.6% | +42.0% | +53.6% | +72.9% |
| All | +95.6% | +36.3% | +59.4% | +72.9% |
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