+258.5%
BN vs RRX
+228.4%
+30.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.2% | -1.2% |
| 7D | -5.2% | -0.3% | -4.8% | -5.1% |
| 30D | -14.5% | -6.1% | -8.3% | -12.3% |
| 3M | -15.0% | -23.1% | +8.1% | -6.8% |
| 6M | -5.4% | -19.5% | +14.1% | -0.2% |
| YTD | -16.4% | +16.1% | -32.5% | -27.1% |
| 1Y | -16.2% | +12.9% | -29.2% | -26.6% |
| 3Y | +67.5% | +7.9% | +59.6% | +42.2% |
| 5Y | +34.1% | +19.1% | +15.0% | +4.8% |
| All | +258.5% | +228.4% | +30.1% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling