+2,169.9%
RL vs BB
+258.8%
+1,911.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.8% | -5.6% | +4.8% | -0.1% |
| 30D | -7.8% | -11.8% | +4.0% | -6.6% |
| 3M | -4.0% | -25.5% | +21.5% | -1.7% |
| 6M | -1.9% | +121.3% | -123.2% | -12.4% |
| YTD | -0.2% | +103.2% | -103.3% | -9.9% |
| 1Y | +10.7% | +102.6% | -92.0% | -0.5% |
| 3Y | +210.8% | +37.5% | +173.3% | +183.3% |
| 5Y | +238.2% | -30.4% | +268.7% | +225.6% |
| 10Y | +313.4% | 0.0% | +313.4% | +243.4% |
| All | +2,169.9% | +258.8% | +1,911.1% | +1,368.6% |
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 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