+14,569.6%
BN vs RRX
+3,824.6%
+10,745.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.1% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -13.0% | -8.0% | -5.0% | -10.8% |
| 3M | -15.2% | -25.1% | +9.8% | -8.5% |
| 6M | -5.9% | -18.3% | +12.4% | -2.2% |
| YTD | -15.8% | +14.2% | -29.9% | -22.1% |
| 1Y | -12.2% | +13.0% | -25.2% | -18.9% |
| 3Y | +72.2% | +4.2% | +68.0% | +58.7% |
| 5Y | +33.2% | +17.9% | +15.3% | +16.9% |
| 10Y | +264.7% | +220.4% | +44.2% | +135.9% |
| All | +14,569.6% | +3,824.6% | +10,745.1% | +6,313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling