+95.9%
BAC vs RSG
+66.5%
+29.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.3% |
| 30D | -6.4% | +15.0% | -21.4% | -8.5% |
| 3M | -21.7% | +18.5% | -40.1% | -23.9% |
| 6M | +0.5% | +25.8% | -25.3% | -3.8% |
| YTD | -6.7% | +20.8% | -27.5% | -10.4% |
| 1Y | -4.7% | +24.8% | -29.5% | -9.5% |
| All | +95.9% | +66.5% | +29.5% | +84.6% |
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