+6.4%
BAH vs RL
+34.3%
-28.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +1.0% |
| 7D | +5.8% | +5.8% | 0.0% | +5.2% |
| 30D | +28.7% | +12.7% | +16.0% | +27.3% |
| 3M | +20.9% | +9.3% | +11.6% | +20.0% |
| 6M | +15.2% | +16.9% | -1.8% | +13.7% |
| YTD | +7.1% | +17.5% | -10.4% | +6.2% |
| 1Y | +6.4% | +34.6% | -28.3% | -0.5% |
| All | +6.4% | +34.3% | -28.0% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling