+214.5%
BAC vs RNG
+236.7%
-22.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.5% | +2.3% | -0.8% | +1.2% |
| 30D | -6.4% | -3.4% | -3.0% | -6.1% |
| 3M | -21.7% | +20.9% | -42.6% | -23.7% |
| 6M | +0.5% | +82.2% | -81.7% | -7.5% |
| YTD | -6.7% | +164.6% | -171.3% | -19.3% |
| 1Y | -4.7% | +177.0% | -181.7% | -18.1% |
| 3Y | +96.1% | +177.4% | -81.3% | +64.3% |
| 5Y | +21.7% | -72.3% | +94.0% | +23.4% |
| All | +214.5% | +236.7% | -22.2% | +81.7% |
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