-23.1%
BA vs RL
+232.3%
-255.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.8% | +0.3% |
| 7D | -0.1% | -4.7% | +4.6% | +1.7% |
| 30D | -9.1% | +3.6% | -12.7% | -10.5% |
| 3M | -28.2% | +0.5% | -28.7% | -28.7% |
| 6M | -23.1% | +6.6% | -29.7% | -26.0% |
| YTD | -20.6% | +8.8% | -29.4% | -24.7% |
| 1Y | -12.7% | +21.8% | -34.5% | -21.6% |
| 3Y | -11.6% | +245.8% | -257.4% | -52.0% |
| 5Y | -23.1% | +230.0% | -253.1% | -58.8% |
| All | -23.1% | +232.3% | -255.4% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling