+247.0%
RL vs BB
+132.4%
+114.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.1% |
| 7D | -4.2% | +3.8% | -8.0% | -4.7% |
| 30D | +4.3% | -0.3% | +4.6% | +3.9% |
| 3M | -4.6% | -0.5% | -4.1% | -5.3% |
| 6M | +1.7% | +45.9% | -44.2% | -8.9% |
| YTD | +7.3% | +130.6% | -123.3% | -13.0% |
| 1Y | +20.8% | +89.2% | -68.4% | +1.5% |
| 3Y | +247.0% | +137.5% | +109.5% | +160.3% |
| All | +247.0% | +132.4% | +114.5% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling