-1.5%
BBY vs RL
+233.3%
-234.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | +0.2% |
| 7D | +1.2% | -0.3% | +1.4% | +1.3% |
| 30D | +6.8% | -17.5% | +24.3% | +17.0% |
| 3M | +18.7% | -14.0% | +32.7% | +26.9% |
| 6M | +37.3% | -2.0% | +39.3% | +35.3% |
| YTD | +35.3% | -4.6% | +39.9% | +34.7% |
| 1Y | +20.7% | +9.5% | +11.2% | +11.6% |
| 3Y | +39.4% | +200.5% | -161.0% | -26.4% |
| 5Y | -1.5% | +226.3% | -227.7% | -53.6% |
| All | -1.5% | +233.3% | -234.8% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling