+391.9%
BAC vs RSG
+425.0%
-33.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.9% |
| 30D | -1.8% | +2.8% | -4.5% | -3.6% |
| 3M | +15.3% | +4.3% | +11.0% | +11.4% |
| 6M | +30.2% | -0.5% | +30.7% | +29.1% |
| YTD | +15.6% | +5.2% | +10.3% | +9.6% |
| 1Y | +27.5% | -2.1% | +29.6% | +26.9% |
| 3Y | +137.0% | +56.5% | +80.5% | +59.5% |
| 5Y | +75.6% | +89.5% | -13.9% | -3.2% |
| All | +391.9% | +425.0% | -33.1% | +33.0% |
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