+310.1%
RL vs BB
+3.3%
+306.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | -12.2% | -12.4% | +0.1% | -10.6% |
| 3M | -6.6% | -15.3% | +8.6% | -5.7% |
| 6M | +3.2% | +128.8% | -125.6% | -12.3% |
| YTD | -1.3% | +107.7% | -108.9% | -14.8% |
| 1Y | +13.6% | +103.9% | -90.3% | -2.2% |
| 3Y | +210.9% | +72.6% | +138.3% | +163.7% |
| 5Y | +246.9% | -24.3% | +271.1% | +218.5% |
| 10Y | +310.1% | +3.1% | +306.9% | +187.2% |
| All | +310.1% | +3.3% | +306.8% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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