+74.6%
BA vs RSG
+418.8%
-344.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -11.3% | +3.7% | -15.0% | -13.5% |
| 3M | -3.8% | +6.2% | -9.9% | -8.4% |
| 6M | -8.3% | -2.8% | -5.5% | -7.8% |
| YTD | -4.9% | +5.9% | -10.8% | -10.5% |
| 1Y | -10.1% | -1.8% | -8.3% | -10.9% |
| 3Y | -2.3% | +57.5% | -59.8% | -36.8% |
| 5Y | -3.5% | +91.1% | -94.6% | -49.7% |
| 10Y | +74.6% | +428.1% | -353.5% | -57.2% |
| All | +74.6% | +418.8% | -344.2% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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