+136.4%
BAC vs RSG
+57.5%
+78.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -1.4% | +3.7% | -5.0% | -2.1% |
| 3M | +15.7% | +6.2% | +9.6% | +14.0% |
| 6M | +32.2% | -2.8% | +35.0% | +33.1% |
| YTD | +15.8% | +5.9% | +9.9% | +13.4% |
| 1Y | +27.3% | -1.8% | +29.0% | +27.8% |
| All | +136.4% | +57.5% | +78.9% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling