+31.8%
BA vs RL
+356.1%
-324.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.2% |
| 7D | +1.1% | -4.2% | +5.2% | +3.0% |
| 30D | -7.9% | +4.3% | -12.2% | -10.0% |
| 3M | -25.3% | -4.6% | -20.7% | -24.1% |
| 6M | -24.6% | +1.7% | -26.3% | -26.6% |
| YTD | -20.1% | +7.3% | -27.5% | -25.0% |
| 1Y | -11.8% | +20.8% | -32.6% | -22.3% |
| 3Y | -10.1% | +247.0% | -257.1% | -56.4% |
| 5Y | -22.7% | +225.5% | -248.2% | -62.8% |
| All | +31.8% | +356.1% | -324.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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