+4.4%
RDW vs BN
+95.1%
-90.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.9% |
| 7D | +4.8% | -5.9% | +10.7% | +11.6% |
| 30D | -19.5% | -15.1% | -4.5% | -4.5% |
| 3M | -26.9% | -14.6% | -12.3% | -14.0% |
| 6M | +17.8% | -8.4% | +26.2% | +30.5% |
| YTD | +43.0% | -16.8% | +59.8% | +75.9% |
| 1Y | +32.1% | -14.4% | +46.4% | +57.8% |
| 3Y | +250.6% | +70.1% | +180.5% | +146.2% |
| 5Y | -6.6% | +33.5% | -40.1% | -19.7% |
| All | +4.4% | +95.1% | -90.7% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling