+42,467.1%
RMD vs BN
+16,567.3%
+25,899.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.7% | -1.0% |
| 7D | +1.2% | +3.6% | -2.4% | +0.1% |
| 30D | +2.5% | +15.9% | -13.4% | -2.1% |
| 3M | +11.5% | -2.3% | +13.9% | +12.3% |
| 6M | +14.7% | -8.4% | +23.1% | +17.6% |
| YTD | -1.3% | -5.9% | +4.5% | -0.2% |
| 1Y | -5.3% | -5.6% | +0.3% | -4.4% |
| 3Y | +68.8% | +104.2% | -35.5% | +32.0% |
| 5Y | -5.9% | +35.5% | -41.3% | -18.0% |
| 10Y | +348.7% | +285.2% | +63.5% | +183.0% |
| All | +42,467.1% | +16,567.3% | +25,899.8% | +17,277.2% |
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