+73.5%
BA vs RL
+313.2%
-239.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.1% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | -11.6% | -7.8% | -3.9% | -8.4% |
| 3M | -2.4% | -4.0% | +1.6% | -1.1% |
| 6M | -6.6% | -1.9% | -4.7% | -7.6% |
| YTD | -2.2% | -0.2% | -2.1% | -4.5% |
| 1Y | -8.0% | +10.7% | -18.7% | -15.2% |
| 3Y | -5.0% | +210.8% | -215.8% | -51.2% |
| 5Y | -2.7% | +238.2% | -240.9% | -54.6% |
| All | +73.5% | +313.2% | -239.7% | -30.7% |
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