+477.8%
BA vs RSG
+2,259.5%
-1,781.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | 0.0% | +2.0% | -1.9% | -0.6% |
| 30D | -8.9% | +14.2% | -23.1% | -13.1% |
| 3M | -25.5% | +15.8% | -41.3% | -29.3% |
| 6M | -27.0% | +24.6% | -51.5% | -32.9% |
| YTD | -20.1% | +18.2% | -38.4% | -25.5% |
| 1Y | -11.0% | +22.8% | -33.8% | -18.1% |
| 3Y | -11.8% | +62.4% | -74.2% | -27.4% |
| 5Y | -20.6% | +96.0% | -116.7% | -39.2% |
| 10Y | +26.6% | +448.5% | -421.9% | -28.6% |
| All | +477.8% | +2,259.5% | -1,781.7% | +124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling