+482.0%
BAC vs RNG
+327.7%
+154.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.4% |
| 7D | +1.1% | +5.8% | -4.7% | +0.4% |
| 30D | -0.4% | +19.6% | -20.0% | -2.7% |
| 3M | +16.9% | +67.0% | -50.1% | +8.6% |
| 6M | +26.6% | +88.4% | -61.8% | +14.8% |
| YTD | +15.8% | +155.5% | -139.7% | -0.3% |
| 1Y | +27.2% | +141.7% | -114.5% | +10.0% |
| 3Y | +132.4% | +131.1% | +1.3% | +96.7% |
| 5Y | +72.6% | -70.6% | +143.2% | +78.3% |
| 10Y | +389.7% | +228.2% | +161.5% | +198.2% |
| All | +482.0% | +327.7% | +154.2% | +238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling