+274.7%
BBY vs RL
+337.1%
-62.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +4.5% | +2.6% | +1.9% | +3.4% |
| 30D | +16.8% | +2.9% | +13.9% | +15.5% |
| 3M | +23.2% | 0.0% | +23.2% | +23.2% |
| 6M | +91.9% | +17.1% | +74.8% | +77.1% |
| YTD | +61.6% | +10.1% | +51.5% | +51.9% |
| 1Y | +43.9% | +17.3% | +26.6% | +31.5% |
| 3Y | +88.6% | +249.3% | -160.7% | +6.4% |
| 5Y | -3.1% | +240.9% | -244.0% | -46.2% |
| All | +274.7% | +337.1% | -62.3% | +104.5% |
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