-33.9%
BAX vs RL
+397.7%
-431.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +1.2% |
| 7D | +9.0% | +0.2% | +8.8% | +8.9% |
| 30D | +8.5% | +7.3% | +1.1% | +6.8% |
| 3M | -4.1% | +1.0% | -5.1% | -4.5% |
| 6M | +46.9% | +11.8% | +35.2% | +43.1% |
| YTD | +38.4% | +13.6% | +24.8% | +34.1% |
| 1Y | +47.0% | +24.0% | +23.0% | +40.0% |
| 3Y | -14.9% | +256.6% | -271.5% | -34.7% |
| 5Y | -62.5% | +240.2% | -302.7% | -71.6% |
| 10Y | -33.9% | +373.0% | -406.9% | -54.7% |
| All | -33.9% | +397.7% | -431.6% | -54.7% |
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