+209.9%
BAX vs RL
+1,366.2%
-1,156.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -5.5% | -7.8% | +2.3% | -4.1% |
| 3M | +33.5% | -4.0% | +37.5% | +34.5% |
| 6M | +35.9% | -1.9% | +37.7% | +36.0% |
| YTD | +35.4% | -0.2% | +35.5% | +35.0% |
| 1Y | +9.8% | +10.7% | -0.9% | +7.5% |
| 3Y | -32.7% | +210.8% | -243.5% | -45.7% |
| 5Y | -65.6% | +238.2% | -303.8% | -73.2% |
| 10Y | -34.9% | +313.4% | -348.3% | -53.6% |
| All | +209.9% | +1,366.2% | -1,156.3% | +60.4% |
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