+109.9%
BA vs RNG
+327.7%
-217.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.4% |
| 7D | +1.2% | +5.8% | -4.6% | +0.2% |
| 30D | -11.6% | +19.6% | -31.2% | -14.2% |
| 3M | -2.4% | +67.0% | -69.4% | -10.9% |
| 6M | -6.6% | +88.4% | -95.0% | -17.4% |
| YTD | -2.2% | +155.5% | -157.7% | -19.2% |
| 1Y | -8.0% | +141.7% | -149.7% | -23.5% |
| 3Y | -5.0% | +131.1% | -136.1% | -23.1% |
| 5Y | -2.7% | -70.6% | +67.9% | +2.9% |
| 10Y | +75.9% | +228.2% | -152.3% | +21.7% |
| All | +109.9% | +327.7% | -217.8% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling