-22.2%
RMD vs BN
+35.3%
-57.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.2% |
| 7D | -4.5% | -1.2% | -3.3% | -4.0% |
| 30D | +4.6% | -10.9% | +15.5% | +9.3% |
| 3M | +14.8% | -11.1% | +25.9% | +20.0% |
| 6M | -12.1% | -4.4% | -7.7% | -10.9% |
| YTD | -7.5% | -14.1% | +6.7% | -2.9% |
| 1Y | -20.1% | -11.1% | -9.0% | -17.6% |
| 3Y | +53.9% | +75.6% | -21.7% | +15.6% |
| 5Y | -22.2% | +35.8% | -58.0% | -34.6% |
| All | -22.2% | +35.3% | -57.5% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling