+2.3%
BAH vs RL
+22.3%
-20.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.3% | +1.1% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +17.3% | +7.3% | +9.9% | +16.4% |
| 3M | +14.9% | +1.0% | +13.8% | +14.5% |
| 6M | +14.2% | +11.8% | +2.5% | +13.3% |
| YTD | +5.1% | +13.6% | -8.5% | +4.8% |
| All | +2.3% | +22.3% | -20.0% | +1.9% |
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