+391.9%
BAC vs RNG
+223.4%
+168.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.3% | -9.6% | +9.3% | +0.9% |
| 30D | -1.8% | +8.8% | -10.6% | -2.8% |
| 3M | +15.3% | +78.6% | -63.3% | +6.9% |
| 6M | +30.2% | +70.3% | -40.1% | +20.4% |
| YTD | +15.6% | +140.3% | -124.8% | +1.3% |
| 1Y | +27.5% | +126.6% | -99.2% | +12.3% |
| 3Y | +137.0% | +120.2% | +16.8% | +104.2% |
| 5Y | +75.6% | -68.3% | +143.9% | +76.0% |
| All | +391.9% | +223.4% | +168.4% | +186.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling