+2,483.1%
RL vs BB
+329.7%
+2,153.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.5% | +0.3% | +5.2% |
| 7D | +0.2% | +15.0% | -14.7% | -1.4% |
| 30D | +7.3% | +3.5% | +3.9% | +6.6% |
| 3M | +1.0% | +2.7% | -1.6% | +0.1% |
| 6M | +11.8% | +44.7% | -33.0% | +5.0% |
| YTD | +13.6% | +143.3% | -129.7% | -0.1% |
| 1Y | +24.0% | +102.2% | -78.1% | +11.3% |
| 3Y | +256.6% | +156.1% | +100.5% | +203.0% |
| 5Y | +240.2% | -17.6% | +257.8% | +220.5% |
| 10Y | +373.0% | +29.0% | +344.0% | +280.3% |
| All | +2,483.1% | +329.7% | +2,153.4% | +1,529.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling