+256.9%
BNY vs RRC
+142.8%
+114.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.3% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | -0.2% | +2.7% | -2.8% | -0.6% |
| 3M | +14.9% | +8.8% | +6.1% | +13.1% |
| 6M | +40.0% | -1.2% | +41.2% | +39.6% |
| YTD | +42.0% | +17.6% | +24.4% | +37.0% |
| 1Y | +56.9% | +18.4% | +38.4% | +50.6% |
| 3Y | +289.9% | +33.1% | +256.8% | +262.0% |
| All | +256.9% | +142.8% | +114.1% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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