+33.5%
BN vs RRX
+14.8%
+18.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | -5.9% | -3.7% | -2.1% | -4.4% |
| 30D | -15.1% | -9.3% | -5.8% | -11.9% |
| 3M | -14.6% | -21.8% | +7.2% | -8.0% |
| 6M | -8.4% | -22.0% | +13.6% | -2.8% |
| YTD | -16.8% | +11.9% | -28.7% | -26.1% |
| 1Y | -14.4% | +11.6% | -26.0% | -24.5% |
| 3Y | +70.1% | +2.2% | +67.9% | +49.7% |
| 5Y | +33.5% | +14.9% | +18.7% | +9.0% |
| All | +33.5% | +14.8% | +18.8% | +9.0% |
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