+73.1%
BAC vs RSG
+90.2%
-17.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -1.4% | +3.7% | -5.0% | -2.5% |
| 3M | +15.7% | +6.2% | +9.6% | +13.2% |
| 6M | +32.2% | -2.8% | +35.0% | +33.1% |
| YTD | +15.8% | +5.9% | +9.9% | +12.6% |
| 1Y | +27.3% | -1.8% | +29.0% | +27.4% |
| 3Y | +137.5% | +57.5% | +80.0% | +90.8% |
| 5Y | +73.1% | +91.1% | -18.0% | +29.0% |
| All | +73.1% | +90.2% | -17.1% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling