+490.1%
BA vs RL
+1,366.2%
-876.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.1% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | -11.6% | -7.8% | -3.9% | -9.3% |
| 3M | -2.4% | -4.0% | +1.6% | -1.4% |
| 6M | -6.6% | -1.9% | -4.7% | -7.1% |
| YTD | -2.2% | -0.2% | -2.1% | -3.6% |
| 1Y | -8.0% | +10.7% | -18.7% | -12.8% |
| 3Y | -5.0% | +210.8% | -215.8% | -38.6% |
| 5Y | -2.7% | +238.2% | -240.9% | -40.1% |
| 10Y | +75.9% | +313.4% | -237.5% | -1.4% |
| All | +490.1% | +1,366.2% | -876.0% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling