+202.5%
BAH vs RL
+347.1%
-144.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -1.6% | -4.4% | +2.8% | -1.1% |
| 30D | +18.0% | +5.6% | +12.4% | +17.1% |
| 3M | +11.4% | -0.6% | +12.1% | +11.4% |
| 6M | +17.7% | +15.5% | +2.2% | +15.0% |
| YTD | +5.4% | +12.3% | -7.0% | +3.0% |
| 1Y | +2.8% | +19.3% | -16.6% | -0.4% |
| 3Y | -26.7% | +255.5% | -282.2% | -39.9% |
| 5Y | +8.1% | +247.1% | -239.0% | -12.7% |
| 10Y | +202.5% | +346.0% | -143.5% | +141.3% |
| All | +202.5% | +347.1% | -144.6% | +141.3% |
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