+15,687.7%
BN vs RRC
+1,414.2%
+14,273.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +5.3% | -10.8% | +16.2% | +6.5% |
| 30D | +11.9% | +22.3% | -10.4% | +9.4% |
| 3M | -5.7% | +26.6% | -32.4% | -8.3% |
| 6M | -10.6% | +18.9% | -29.5% | -12.6% |
| YTD | -9.4% | +39.2% | -48.6% | -13.1% |
| 1Y | -8.8% | +34.0% | -42.7% | -12.3% |
| 3Y | +95.6% | +42.0% | +53.6% | +86.2% |
| 5Y | +30.2% | +111.9% | -81.7% | +17.1% |
| 10Y | +277.0% | +62.8% | +214.2% | +215.1% |
| All | +15,687.7% | +1,414.2% | +14,273.6% | +12,822.8% |
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 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