+420.8%
RSG vs BN
+265.2%
+155.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | 0.0% | -5.2% | +5.2% | +1.4% |
| 30D | +4.0% | -14.5% | +18.4% | +8.4% |
| 3M | +7.4% | -15.0% | +22.4% | +11.9% |
| 6M | +0.1% | -5.4% | +5.5% | +0.8% |
| YTD | +6.0% | -16.4% | +22.5% | +10.1% |
| 1Y | -3.0% | -16.2% | +13.3% | +0.3% |
| 3Y | +56.5% | +67.5% | -11.0% | +25.6% |
| 5Y | +90.9% | +34.1% | +56.8% | +61.3% |
| All | +420.8% | +265.2% | +155.7% | +212.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling