+72.3%
BA vs RNG
+216.3%
-144.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | 0.0% |
| 7D | +2.5% | -0.8% | +3.3% | +2.5% |
| 30D | -10.1% | +11.4% | -21.5% | -11.8% |
| 3M | -2.4% | +72.1% | -74.5% | -11.7% |
| 6M | -8.8% | +67.9% | -76.8% | -18.1% |
| YTD | -2.9% | +144.3% | -147.3% | -19.8% |
| 1Y | -8.8% | +117.5% | -126.3% | -23.2% |
| 3Y | -0.3% | +123.9% | -124.1% | -19.5% |
| 5Y | -0.3% | -70.1% | +69.8% | +6.3% |
| 10Y | +72.3% | +215.9% | -143.5% | +22.0% |
| All | +72.3% | +216.3% | -144.0% | +22.0% |
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