+209.4%
BAX vs RL
+1,476.5%
-1,267.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +12.1% | -4.2% | +16.3% | +13.0% |
| 30D | +7.6% | +4.3% | +3.3% | +6.7% |
| 3M | -4.5% | -4.6% | +0.1% | -3.8% |
| 6M | +52.0% | +1.7% | +50.3% | +51.1% |
| YTD | +35.1% | +7.3% | +27.8% | +32.9% |
| 1Y | +43.7% | +20.8% | +22.9% | +38.4% |
| 3Y | -20.9% | +247.0% | -267.9% | -37.4% |
| 5Y | -63.5% | +225.5% | -289.0% | -71.4% |
| 10Y | -36.0% | +363.0% | -399.0% | -55.3% |
| All | +209.4% | +1,476.5% | -1,267.1% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling