-1.8%
BA vs RNG
+130.4%
-132.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.2% |
| 7D | +1.2% | +5.8% | -4.6% | +0.5% |
| 30D | -11.6% | +19.6% | -31.2% | -13.5% |
| 3M | -2.4% | +67.0% | -69.4% | -8.3% |
| 6M | -6.6% | +88.4% | -95.0% | -14.5% |
| YTD | -2.2% | +155.5% | -157.7% | -15.9% |
| 1Y | -8.0% | +141.7% | -149.7% | -20.3% |
| All | -1.8% | +130.4% | -132.1% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling