-63.9%
BAX vs RL
+226.8%
-290.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +12.1% | -4.2% | +16.3% | +13.4% |
| 30D | +7.6% | +4.3% | +3.3% | +6.3% |
| 3M | -4.5% | -4.6% | +0.1% | -3.4% |
| 6M | +52.0% | +1.7% | +50.3% | +50.6% |
| YTD | +35.1% | +7.3% | +27.8% | +31.8% |
| 1Y | +43.7% | +20.8% | +22.9% | +36.2% |
| 3Y | -20.9% | +247.0% | -267.9% | -42.4% |
| All | -63.9% | +226.8% | -290.7% | -74.2% |
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