+60.5%
BDX vs RL
+297.6%
-237.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.4% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | +0.7% | -17.5% | +18.2% | +2.9% |
| 3M | +19.0% | -14.0% | +32.9% | +20.9% |
| 6M | +10.8% | -2.0% | +12.7% | +10.7% |
| YTD | +20.1% | -4.6% | +24.7% | +20.3% |
| 1Y | +23.1% | +9.5% | +13.6% | +21.3% |
| 3Y | -8.8% | +200.5% | -209.3% | -21.4% |
| 5Y | -1.4% | +226.3% | -227.7% | -17.3% |
| 10Y | +60.5% | +304.8% | -244.3% | +25.7% |
| All | +60.5% | +297.6% | -237.1% | +25.7% |
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