+249.3%
RL vs BB
+147.9%
+101.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.3% |
| 3M | 0.0% | -1.0% | +1.0% | -0.6% |
| 6M | +17.1% | +45.9% | -28.8% | +4.9% |
| YTD | +10.1% | +134.8% | -124.7% | -11.2% |
| 1Y | +17.3% | +104.6% | -87.3% | -3.1% |
| 3Y | +249.3% | +152.8% | +96.5% | +155.8% |
| All | +249.3% | +147.9% | +101.4% | +155.8% |
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