-34.4%
BAX vs RL
+347.1%
-381.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -0.6% | -4.4% | +3.8% | +0.3% |
| 30D | +6.3% | +5.6% | +0.7% | +5.0% |
| 3M | -4.6% | -0.6% | -3.9% | -4.6% |
| 6M | +50.4% | +15.5% | +34.9% | +45.5% |
| YTD | +38.0% | +12.3% | +25.7% | +34.1% |
| 1Y | +44.6% | +19.3% | +25.3% | +38.8% |
| 3Y | -15.1% | +255.5% | -270.7% | -34.7% |
| 5Y | -63.3% | +247.1% | -310.3% | -72.2% |
| 10Y | -34.4% | +346.0% | -380.4% | -55.3% |
| All | -34.4% | +347.1% | -381.5% | -55.3% |
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