+26.6%
BA vs RNG
+247.5%
-220.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | 0.0% | -6.0% | +6.1% | +1.0% |
| 30D | -8.9% | -7.4% | -1.6% | -8.0% |
| 3M | -25.5% | +14.6% | -40.1% | -27.5% |
| 6M | -27.0% | +61.5% | -88.5% | -33.7% |
| YTD | -20.1% | +155.7% | -175.8% | -34.8% |
| 1Y | -11.0% | +172.5% | -183.5% | -28.2% |
| 3Y | -11.8% | +168.0% | -179.8% | -31.2% |
| 5Y | -20.6% | -73.8% | +53.1% | -13.2% |
| 10Y | +26.6% | +240.3% | -213.6% | -10.5% |
| All | +26.6% | +247.5% | -220.9% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling