+183.9%
BAH vs RL
+304.3%
-120.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -4.3% | +1.9% | -6.2% | -4.6% |
| 30D | -4.5% | -12.2% | +7.7% | -2.8% |
| 3M | -7.6% | -6.6% | -1.0% | -6.9% |
| 6M | -10.6% | +3.2% | -13.8% | -11.5% |
| YTD | -12.6% | -1.3% | -11.3% | -13.0% |
| 1Y | -27.0% | +13.6% | -40.6% | -28.7% |
| 3Y | -31.5% | +210.9% | -242.4% | -42.8% |
| 5Y | -3.8% | +246.9% | -250.7% | -22.7% |
| 10Y | +183.9% | +310.1% | -126.2% | +124.7% |
| All | +183.9% | +304.3% | -120.4% | +124.7% |
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