+26.6%
BA vs RL
+369.1%
-342.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | 0.0% | +1.3% | -1.3% | -0.8% |
| 30D | -8.9% | +7.6% | -16.6% | -12.4% |
| 3M | -25.5% | -1.5% | -24.0% | -25.5% |
| 6M | -27.0% | +12.1% | -39.0% | -32.2% |
| YTD | -20.1% | +13.9% | -34.1% | -27.2% |
| 1Y | -11.0% | +20.7% | -31.7% | -21.5% |
| 3Y | -11.8% | +260.6% | -272.4% | -58.0% |
| 5Y | -20.6% | +248.9% | -269.5% | -63.1% |
| 10Y | +26.6% | +355.9% | -329.3% | -52.5% |
| All | +26.6% | +369.1% | -342.5% | -52.5% |
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