+214.5%
BAC vs RL
+342.1%
-127.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.5% | +2.4% | -0.9% | +0.5% |
| 30D | -6.4% | +4.6% | -11.0% | -8.2% |
| 3M | -21.7% | -1.1% | -20.5% | -21.6% |
| 6M | +0.5% | +16.5% | -16.0% | -7.0% |
| YTD | -6.7% | +11.4% | -18.1% | -12.7% |
| 1Y | -4.7% | +16.1% | -20.8% | -12.5% |
| 3Y | +96.1% | +252.6% | -156.5% | +6.3% |
| 5Y | +21.7% | +244.9% | -223.2% | -35.8% |
| All | +214.5% | +342.1% | -127.7% | +35.5% |
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