+28.1%
BA vs RNG
+259.3%
-231.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -1.7% | -6.2% | +4.5% | -0.7% |
| 30D | -9.5% | -8.0% | -1.4% | -8.4% |
| 3M | -26.5% | +15.7% | -42.2% | -28.6% |
| 6M | -27.4% | +60.3% | -87.7% | -34.0% |
| YTD | -20.6% | +153.8% | -174.4% | -35.1% |
| 1Y | -11.4% | +172.2% | -183.6% | -28.6% |
| 3Y | -10.8% | +174.8% | -185.7% | -30.7% |
| 5Y | -21.9% | -68.6% | +46.7% | -17.4% |
| 10Y | +28.1% | +248.2% | -220.0% | -10.0% |
| All | +28.1% | +259.3% | -231.1% | -10.0% |
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