+883.7%
BAH vs RL
+328.7%
+555.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | -3.2% | -0.8% | -2.4% | -3.1% |
| 30D | +2.0% | -7.8% | +9.8% | +3.2% |
| 3M | -7.6% | -4.0% | -3.6% | -7.3% |
| 6M | -5.7% | -1.9% | -3.8% | -6.1% |
| YTD | -11.7% | -0.2% | -11.6% | -12.3% |
| 1Y | -27.4% | +10.7% | -38.0% | -29.0% |
| 3Y | -32.5% | +210.8% | -243.3% | -44.9% |
| 5Y | -3.3% | +238.2% | -241.6% | -23.9% |
| 10Y | +186.0% | +313.4% | -127.4% | +105.3% |
| All | +883.7% | +328.7% | +555.0% | +568.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling