-64.2%
BAX vs RL
+239.2%
-303.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.6% |
| 7D | +0.1% | +2.6% | -2.5% | -0.6% |
| 30D | +4.1% | +2.9% | +1.1% | +3.2% |
| 3M | -4.5% | 0.0% | -4.6% | -4.7% |
| 6M | +49.2% | +17.1% | +32.1% | +42.6% |
| YTD | +35.2% | +10.1% | +25.1% | +30.9% |
| 1Y | +38.3% | +17.3% | +21.0% | +31.8% |
| 3Y | -19.0% | +249.3% | -268.4% | -41.3% |
| All | -64.2% | +239.2% | -303.4% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling