+392.1%
BA vs RL
+1,625.1%
-1,233.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.3% | +0.6% |
| 7D | +5.9% | +5.8% | +0.1% | +3.9% |
| 30D | -8.2% | +12.7% | -20.9% | -11.9% |
| 3M | -25.4% | +9.3% | -34.7% | -27.9% |
| 6M | -20.0% | +16.9% | -36.9% | -25.0% |
| YTD | -18.5% | +17.5% | -35.9% | -24.1% |
| 1Y | -10.6% | +34.6% | -45.3% | -20.9% |
| 3Y | -9.3% | +273.2% | -282.5% | -44.9% |
| 5Y | -16.9% | +265.2% | -282.2% | -50.1% |
| 10Y | +37.9% | +406.7% | -368.8% | -27.8% |
| All | +392.1% | +1,625.1% | -1,233.0% | +66.6% |
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