+216.5%
BAC vs RL
+1,498.4%
-1,281.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.7% | -0.5% |
| 7D | -2.7% | -4.7% | +2.0% | -0.8% |
| 30D | -8.0% | +3.6% | -11.6% | -9.5% |
| 3M | -20.9% | +0.5% | -21.5% | -21.5% |
| 6M | -5.4% | +6.6% | -12.0% | -9.4% |
| YTD | -8.1% | +8.8% | -16.9% | -13.3% |
| 1Y | -3.1% | +21.8% | -24.9% | -13.1% |
| 3Y | +88.1% | +245.8% | -157.7% | +2.9% |
| 5Y | +19.7% | +230.0% | -210.2% | -35.5% |
| 10Y | +275.9% | +369.4% | -93.6% | +58.1% |
| All | +216.5% | +1,498.4% | -1,281.9% | -23.4% |
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