+208.8%
BAH vs RL
+397.7%
-188.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.3% | +0.8% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +17.3% | +7.3% | +9.9% | +16.1% |
| 3M | +14.9% | +1.0% | +13.8% | +14.6% |
| 6M | +14.2% | +11.8% | +2.5% | +12.1% |
| YTD | +5.1% | +13.6% | -8.5% | +2.6% |
| 1Y | +2.1% | +24.0% | -22.0% | -1.6% |
| 3Y | -26.0% | +256.6% | -282.6% | -39.3% |
| 5Y | +9.0% | +240.2% | -231.3% | -11.7% |
| 10Y | +208.8% | +373.0% | -164.2% | +143.4% |
| All | +208.8% | +397.7% | -188.9% | +143.4% |
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 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