-65.8%
BAX vs RL
+238.1%
-303.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.5% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -5.5% | -7.8% | +2.3% | -3.6% |
| 3M | +33.5% | -4.0% | +37.5% | +34.8% |
| 6M | +35.9% | -1.9% | +37.7% | +36.0% |
| YTD | +35.4% | -0.2% | +35.5% | +34.8% |
| 1Y | +9.8% | +10.7% | -0.9% | +6.8% |
| 3Y | -32.7% | +210.8% | -243.5% | -48.5% |
| All | -65.8% | +238.1% | -303.9% | -75.0% |
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 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