-10.1%
BA vs RNG
+154.7%
-164.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.8% |
| 7D | +1.1% | -11.3% | +12.4% | +2.3% |
| 30D | -7.9% | -5.7% | -2.2% | -7.5% |
| 3M | -25.3% | +16.8% | -42.1% | -26.8% |
| 6M | -24.6% | +58.5% | -83.0% | -29.0% |
| YTD | -20.1% | +151.3% | -171.4% | -31.2% |
| 1Y | -11.8% | +169.0% | -180.8% | -25.1% |
| 3Y | -10.1% | +156.9% | -167.0% | -25.0% |
| All | -10.1% | +154.7% | -164.8% | -25.0% |
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 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