-21.9%
BA vs RSG
+97.4%
-119.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.7% | +0.3% | -2.1% | -1.8% |
| 30D | -9.5% | +13.8% | -23.2% | -12.2% |
| 3M | -26.5% | +15.4% | -41.9% | -29.0% |
| 6M | -27.4% | +24.1% | -51.5% | -31.7% |
| YTD | -20.6% | +17.8% | -38.4% | -24.3% |
| 1Y | -11.4% | +21.5% | -32.9% | -16.6% |
| 3Y | -10.8% | +63.3% | -74.1% | -27.5% |
| 5Y | -21.9% | +97.3% | -119.2% | -43.2% |
| All | -21.9% | +97.4% | -119.3% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling