+43.7%
BAX vs RL
+16.8%
+27.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | +12.1% | -4.2% | +16.3% | +14.0% |
| 30D | +7.6% | +4.3% | +3.3% | +5.6% |
| 3M | -4.5% | -4.6% | +0.1% | -2.9% |
| 6M | +52.0% | +1.7% | +50.3% | +50.9% |
| YTD | +35.1% | +7.3% | +27.8% | +29.4% |
| 1Y | +43.7% | +20.8% | +22.9% | +29.0% |
| All | +43.7% | +16.8% | +27.0% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling