+89.5%
RSG vs BN
+30.5%
+59.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.8% | -5.9% | +4.1% | -0.9% |
| 30D | +2.8% | -15.1% | +17.9% | +5.3% |
| 3M | +4.3% | -14.6% | +18.9% | +6.7% |
| 6M | -0.5% | -8.4% | +7.9% | +0.3% |
| YTD | +5.2% | -16.8% | +22.0% | +7.7% |
| 1Y | -2.1% | -14.4% | +12.2% | -0.6% |
| 3Y | +56.5% | +70.1% | -13.6% | +35.5% |
| 5Y | +89.5% | +33.5% | +56.0% | +71.7% |
| All | +89.5% | +30.5% | +59.0% | +71.7% |
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 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