+23.3%
BA vs RNG
+234.5%
-211.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -1.1% | +4.6% | -5.7% | -1.8% |
| 30D | -7.1% | +0.4% | -7.5% | -7.4% |
| 3M | -25.5% | +11.4% | -37.0% | -27.2% |
| 6M | -28.7% | +95.7% | -124.4% | -37.3% |
| YTD | -21.0% | +162.9% | -183.9% | -35.8% |
| 1Y | -11.9% | +180.3% | -192.1% | -29.2% |
| 3Y | -16.2% | +188.3% | -204.5% | -35.3% |
| 5Y | -22.4% | -72.5% | +50.1% | -15.7% |
| All | +23.3% | +234.5% | -211.1% | -13.4% |
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