+214.3%
BAC vs RL
+1,476.5%
-1,262.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -1.2% | -4.2% | +3.0% | +0.5% |
| 30D | -7.7% | +4.3% | -11.9% | -9.4% |
| 3M | -21.2% | -4.6% | -16.6% | -20.0% |
| 6M | -6.8% | +1.7% | -8.6% | -9.0% |
| YTD | -8.7% | +7.3% | -16.1% | -13.4% |
| 1Y | -5.3% | +20.8% | -26.1% | -14.8% |
| 3Y | +87.4% | +247.0% | -159.5% | +2.3% |
| 5Y | +18.9% | +225.5% | -206.5% | -35.6% |
| 10Y | +273.3% | +363.0% | -89.7% | +57.9% |
| All | +214.3% | +1,476.5% | -1,262.2% | -23.5% |
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 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