+92.2%
BDX vs RL
+347.1%
-254.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +2.5% | -4.4% | +6.9% | +3.0% |
| 30D | +13.6% | +5.6% | +8.0% | +12.8% |
| 3M | +18.9% | -0.6% | +19.6% | +18.9% |
| 6M | +51.8% | +15.5% | +36.3% | +48.8% |
| YTD | +43.3% | +12.3% | +31.0% | +40.7% |
| 1Y | +48.0% | +19.3% | +28.7% | +44.2% |
| 3Y | +23.7% | +255.5% | -231.9% | +4.5% |
| 5Y | +24.9% | +247.1% | -222.2% | +4.1% |
| 10Y | +92.2% | +346.0% | -253.8% | +43.9% |
| All | +92.2% | +347.1% | -254.9% | +43.9% |
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