+15,531.3%
BN vs RRX
+4,247.4%
+11,283.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | -1.0% | +4.3% | -5.3% | -2.3% |
| 30D | +14.0% | +12.3% | +1.6% | +9.0% |
| 3M | -9.0% | +3.7% | -12.7% | -10.9% |
| 6M | -8.8% | -13.9% | +5.1% | -6.9% |
| YTD | -10.3% | +26.5% | -36.7% | -20.3% |
| 1Y | -5.8% | +29.3% | -35.1% | -17.1% |
| 3Y | +94.8% | +65.6% | +29.2% | +55.3% |
| 5Y | +31.5% | +10.6% | +20.8% | +16.7% |
| 10Y | +291.9% | +202.9% | +89.0% | +153.9% |
| All | +15,531.3% | +4,247.4% | +11,283.9% | +6,457.7% |
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 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