+87.4%
BAC vs RL
+240.1%
-152.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -1.2% | -4.2% | +3.0% | 0.0% |
| 30D | -7.7% | +4.3% | -11.9% | -8.7% |
| 3M | -21.2% | -4.6% | -16.6% | -20.2% |
| 6M | -6.8% | +1.7% | -8.6% | -8.0% |
| YTD | -8.7% | +7.3% | -16.1% | -11.6% |
| 1Y | -5.3% | +20.8% | -26.1% | -11.6% |
| 3Y | +87.4% | +247.0% | -159.5% | +24.1% |
| All | +87.4% | +240.1% | -152.6% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling