+319.7%
RL vs BB
+21.8%
+297.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.8% |
| 7D | +2.6% | +1.8% | +0.8% | +2.3% |
| 30D | +2.9% | +8.1% | -5.2% | +1.4% |
| 3M | 0.0% | -1.0% | +1.0% | -0.6% |
| 6M | +17.1% | +45.9% | -28.8% | +7.2% |
| YTD | +10.1% | +134.8% | -124.7% | -7.2% |
| 1Y | +17.3% | +104.6% | -87.3% | +0.8% |
| 3Y | +249.3% | +152.8% | +96.5% | +179.7% |
| 5Y | +240.9% | -17.4% | +258.3% | +207.6% |
| All | +319.7% | +21.8% | +297.9% | +190.6% |
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