+38.3%
BN vs RRC
+156.2%
-118.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 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% | -16.7% |
| 1Y | -8.6% | +21.4% | -30.0% | -14.3% |
| 3Y | +77.6% | +29.7% | +47.9% | +61.8% |
| All | +38.3% | +156.2% | -118.0% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling