-23.1%
BA vs RL
+7.4%
-30.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.8% | -1.2% |
| 7D | -0.1% | -4.7% | +4.6% | +0.8% |
| 30D | -9.1% | +3.6% | -12.7% | -9.6% |
| 3M | -28.2% | +0.5% | -28.7% | -28.3% |
| 6M | -23.1% | +6.6% | -29.7% | -23.1% |
| All | -23.1% | +7.4% | -30.5% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling