+41,132.7%
RMD vs BN
+15,506.9%
+25,625.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.0% | -2.5% | -2.5% | -4.2% |
| 30D | +2.2% | -9.5% | +11.7% | +5.4% |
| 3M | +17.8% | -10.4% | +28.2% | +21.9% |
| 6M | -11.3% | -6.4% | -5.0% | -9.8% |
| YTD | -4.4% | -11.9% | +7.4% | -1.3% |
| 1Y | -15.7% | -8.6% | -7.1% | -14.2% |
| 3Y | +47.7% | +77.6% | -29.8% | +20.4% |
| 5Y | -19.2% | +37.0% | -56.3% | -29.8% |
| 10Y | +280.4% | +266.4% | +14.0% | +144.0% |
| All | +41,132.7% | +15,506.9% | +25,625.8% | +17,092.2% |
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