+15,251.3%
BN vs RRC
+1,202.2%
+14,049.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.5% | +1.3% | -3.8% | -2.6% |
| 30D | -9.5% | +10.1% | -19.6% | -10.4% |
| 3M | -10.4% | +4.0% | -14.4% | -10.9% |
| 6M | -6.4% | +1.6% | -7.9% | -6.8% |
| YTD | -11.9% | +19.7% | -31.6% | -13.9% |
| 1Y | -8.6% | +21.4% | -30.0% | -11.0% |
| 3Y | +77.6% | +29.7% | +47.9% | +71.0% |
| 5Y | +37.0% | +153.9% | -116.8% | +21.6% |
| 10Y | +266.4% | +10.8% | +255.6% | +217.6% |
| All | +15,251.3% | +1,202.2% | +14,049.1% | +12,697.4% |
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