+236.2%
BBY vs RL
+308.3%
-72.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.7% | -2.2% | +2.9% | +1.6% |
| 30D | +5.8% | -15.3% | +21.1% | +13.4% |
| 3M | +18.0% | -10.3% | +28.4% | +23.0% |
| 6M | +39.8% | -2.2% | +42.1% | +38.5% |
| YTD | +35.4% | -4.3% | +39.7% | +35.0% |
| 1Y | +21.4% | +8.9% | +12.5% | +14.4% |
| 3Y | +39.5% | +201.4% | -161.9% | -16.5% |
| 5Y | -0.5% | +230.6% | -231.1% | -44.0% |
| All | +236.2% | +308.3% | -72.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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