+15,947.2%
BN vs RRC
+1,511.7%
+14,435.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -2.4% | -0.5% | -2.0% | -2.4% |
| 30D | +13.5% | +25.2% | -11.7% | +10.7% |
| 3M | -5.9% | +27.8% | -33.8% | -8.6% |
| 6M | -8.9% | +27.2% | -36.1% | -11.6% |
| YTD | -7.9% | +48.2% | -56.0% | -12.2% |
| 1Y | -8.3% | +34.7% | -43.0% | -11.8% |
| 3Y | +100.8% | +62.2% | +38.5% | +88.6% |
| 5Y | +38.2% | +130.9% | -92.7% | +23.4% |
| 10Y | +302.3% | +73.4% | +228.9% | +234.1% |
| All | +15,947.2% | +1,511.7% | +14,435.4% | +12,950.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling