+230.8%
RDW vs BN
+70.0%
+160.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.9% |
| 7D | +0.9% | -5.2% | +6.0% | +7.8% |
| 30D | -21.3% | -14.5% | -6.8% | -4.0% |
| 3M | -37.9% | -15.0% | -22.9% | -24.0% |
| 6M | +12.3% | -5.4% | +17.7% | +21.4% |
| YTD | +39.7% | -16.4% | +56.2% | +77.2% |
| 1Y | +25.7% | -16.2% | +41.9% | +58.5% |
| 3Y | +230.8% | +67.5% | +163.3% | +152.9% |
| All | +230.8% | +70.0% | +160.9% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling