+251.7%
BAC vs RL
+397.7%
-146.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | -0.1% |
| 7D | +2.0% | +0.2% | +1.7% | +1.8% |
| 30D | -6.9% | +7.3% | -14.3% | -9.7% |
| 3M | -19.6% | +1.0% | -20.6% | -20.3% |
| 6M | -0.5% | +11.8% | -12.2% | -6.4% |
| YTD | -6.6% | +13.6% | -20.2% | -13.3% |
| 1Y | -3.0% | +24.0% | -27.0% | -13.4% |
| 3Y | +97.3% | +256.6% | -159.3% | +6.1% |
| 5Y | +21.9% | +240.2% | -218.4% | -35.5% |
| 10Y | +251.7% | +373.0% | -121.3% | +52.7% |
| All | +251.7% | +397.7% | -146.0% | +52.7% |
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