+233.0%
BAC vs RL
+347.1%
-114.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -1.9% | -4.4% | +2.5% | -0.2% |
| 30D | -7.2% | +5.6% | -12.7% | -9.3% |
| 3M | -20.4% | -0.6% | -19.8% | -20.6% |
| 6M | +1.3% | +15.5% | -14.2% | -6.0% |
| YTD | -6.4% | +12.3% | -18.7% | -12.7% |
| 1Y | -3.5% | +19.3% | -22.8% | -12.5% |
| 3Y | +96.7% | +255.5% | -158.8% | +6.0% |
| 5Y | +20.6% | +247.1% | -226.5% | -36.7% |
| 10Y | +233.0% | +346.0% | -113.0% | +46.2% |
| All | +233.0% | +347.1% | -114.1% | +46.2% |
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