+161.4%
BAC vs RSG
+2,310.7%
-2,149.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | +1.5% | +1.4% | +0.1% | +0.8% |
| 30D | -6.4% | +15.0% | -21.4% | -12.6% |
| 3M | -21.7% | +18.5% | -40.1% | -28.0% |
| 6M | +0.5% | +25.8% | -25.3% | -10.6% |
| YTD | -6.7% | +20.8% | -27.5% | -15.9% |
| 1Y | -4.7% | +24.8% | -29.5% | -15.5% |
| 3Y | +96.1% | +65.9% | +30.2% | +49.7% |
| 5Y | +21.7% | +99.1% | -77.4% | -15.8% |
| 10Y | +232.0% | +452.4% | -220.4% | +45.8% |
| All | +161.4% | +2,310.7% | -2,149.4% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling