+392.7%
BAC vs RNG
+226.3%
+166.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.6% | -4.1% | +4.7% | +1.1% |
| 30D | -1.4% | +8.6% | -10.0% | -2.4% |
| 3M | +15.7% | +78.0% | -62.2% | +7.3% |
| 6M | +32.2% | +67.0% | -34.9% | +22.6% |
| YTD | +15.8% | +142.4% | -126.7% | +1.4% |
| 1Y | +27.3% | +120.4% | -93.2% | +12.5% |
| 3Y | +137.5% | +122.1% | +15.3% | +104.3% |
| 5Y | +73.1% | -69.8% | +142.9% | +74.3% |
| All | +392.7% | +226.3% | +166.5% | +186.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling