+7.2%
BAH vs RL
+239.2%
-232.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.7% | +2.6% | -0.9% | +1.4% |
| 30D | +20.8% | +2.9% | +17.8% | +20.3% |
| 3M | +11.6% | 0.0% | +11.6% | +11.5% |
| 6M | +23.1% | +17.1% | +6.0% | +20.7% |
| YTD | +5.3% | +10.1% | -4.9% | +3.7% |
| 1Y | +6.1% | +17.3% | -11.2% | +3.8% |
| 3Y | -27.5% | +249.3% | -276.8% | -37.5% |
| All | +7.2% | +239.2% | -232.0% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling