-8.0%
BA vs RNG
+144.7%
-152.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.9% |
| 7D | +1.2% | +5.8% | -4.6% | +1.1% |
| 30D | -11.6% | +19.6% | -31.2% | -11.9% |
| 3M | -2.4% | +67.0% | -69.4% | -3.1% |
| 6M | -6.6% | +88.4% | -95.0% | -7.9% |
| YTD | -2.2% | +155.5% | -157.7% | -5.2% |
| 1Y | -8.0% | +141.7% | -149.7% | -11.2% |
| All | -8.0% | +144.7% | -152.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling