+1,462.0%
BA vs RRC
+1,459.8%
+2.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.1% | -2.1% |
| 7D | -0.1% | -6.9% | +6.8% | +0.7% |
| 30D | -9.1% | +25.4% | -34.5% | -11.6% |
| 3M | -28.2% | +31.9% | -60.1% | -30.6% |
| 6M | -23.1% | +17.2% | -40.3% | -24.9% |
| YTD | -20.6% | +43.4% | -63.9% | -24.4% |
| 1Y | -12.7% | +36.7% | -49.4% | -16.6% |
| 3Y | -11.6% | +38.8% | -50.4% | -16.3% |
| 5Y | -23.1% | +118.3% | -141.4% | -32.3% |
| 10Y | +34.4% | +67.7% | -33.3% | +9.8% |
| All | +1,462.0% | +1,459.8% | +2.1% | +960.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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