-10.8%
BA vs RSG
+64.0%
-74.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.7% | +0.3% | -2.1% | -1.7% |
| 30D | -9.5% | +13.8% | -23.2% | -9.6% |
| 3M | -26.5% | +15.4% | -41.9% | -26.6% |
| 6M | -27.4% | +24.1% | -51.5% | -28.1% |
| YTD | -20.6% | +17.8% | -38.4% | -21.0% |
| 1Y | -11.4% | +21.5% | -32.9% | -12.4% |
| 3Y | -10.8% | +63.3% | -74.1% | -9.4% |
| All | -10.8% | +64.0% | -74.8% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling