-1.5%
BAC vs RNG
+179.4%
-180.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +1.5% | -9.6% | +11.1% | +1.8% |
| 30D | -4.4% | -1.4% | -3.0% | -4.4% |
| 3M | -17.5% | +28.8% | -46.3% | -18.2% |
| 6M | -0.1% | +65.6% | -65.6% | -2.1% |
| YTD | -4.6% | +171.4% | -176.0% | -9.3% |
| 1Y | -1.5% | +185.3% | -186.8% | -8.6% |
| All | -1.5% | +179.4% | -180.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling