+216.8%
RL vs BBAI
-70.8%
+287.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.1% |
| 7D | -0.8% | -4.3% | +3.5% | -0.7% |
| 30D | -7.8% | -3.6% | -4.1% | -7.7% |
| 3M | -4.0% | -38.8% | +34.8% | -3.0% |
| 6M | -1.9% | -23.8% | +21.9% | -1.5% |
| YTD | -0.2% | -45.9% | +45.8% | +0.9% |
| 1Y | +10.7% | -40.8% | +51.4% | +11.3% |
| 3Y | +210.8% | +69.8% | +141.0% | +200.8% |
| 5Y | +238.2% | -70.3% | +308.6% | +218.7% |
| All | +216.8% | -70.8% | +287.6% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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