+217.6%
BAC vs RSG
+452.6%
-234.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | +2.5% | +0.8% | +1.6% |
| 30D | -0.7% | +12.7% | -13.4% | -8.4% |
| 3M | -20.0% | +17.9% | -37.9% | -28.5% |
| 6M | +3.4% | +25.0% | -21.6% | -11.9% |
| YTD | -5.7% | +20.8% | -26.6% | -18.7% |
| 1Y | -1.4% | +24.3% | -25.7% | -16.8% |
| 3Y | +97.9% | +65.3% | +32.7% | +29.5% |
| 5Y | +22.9% | +99.1% | -76.1% | -32.8% |
| All | +217.6% | +452.6% | -234.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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