+73.1%
BAC vs RNG
-70.2%
+143.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | +15.7% | +78.0% | -62.2% | +6.8% |
| 6M | +32.2% | +67.0% | -34.9% | +22.0% |
| YTD | +15.8% | +142.4% | -126.7% | +0.3% |
| 1Y | +27.3% | +120.4% | -93.2% | +11.5% |
| 3Y | +137.5% | +122.1% | +15.3% | +101.3% |
| 5Y | +73.1% | -69.8% | +142.9% | +67.6% |
| All | +73.1% | -70.2% | +143.3% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling