+1,053.3%
BAH vs RL
+361.0%
+692.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -4.2% |
| 7D | -3.5% | -4.2% | +0.6% | -3.0% |
| 30D | +24.3% | +4.3% | +20.0% | +23.4% |
| 3M | +16.3% | -4.6% | +20.9% | +17.0% |
| 6M | +13.6% | +1.7% | +11.9% | +12.7% |
| YTD | +3.5% | +7.3% | -3.9% | +1.6% |
| 1Y | +2.7% | +20.8% | -18.1% | -1.1% |
| 3Y | -26.6% | +247.0% | -273.5% | -41.0% |
| 5Y | +8.5% | +225.5% | -216.9% | -13.7% |
| 10Y | +225.1% | +363.0% | -137.9% | +129.0% |
| All | +1,053.3% | +361.0% | +692.3% | +673.9% |
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 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