+34.0%
BN vs RRX
+9.8%
+24.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.7% |
| 7D | -1.0% | +4.3% | -5.3% | -2.6% |
| 30D | +14.0% | +12.3% | +1.6% | +7.9% |
| 3M | -9.0% | +3.7% | -12.7% | -11.4% |
| 6M | -8.8% | -13.9% | +5.1% | -6.6% |
| YTD | -10.3% | +26.5% | -36.7% | -25.1% |
| 1Y | -5.8% | +29.3% | -35.1% | -22.5% |
| 3Y | +94.8% | +65.6% | +29.2% | +34.5% |
| All | +34.0% | +9.8% | +24.2% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling