-27.4%
BAH vs RNG
+144.7%
-172.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.8% |
| 7D | -3.2% | +5.8% | -9.0% | -4.3% |
| 30D | +2.0% | +19.6% | -17.6% | -1.3% |
| 3M | -7.6% | +67.0% | -74.7% | -16.8% |
| 6M | -5.7% | +88.4% | -94.0% | -16.5% |
| YTD | -11.7% | +155.5% | -167.2% | -23.9% |
| 1Y | -27.4% | +141.7% | -169.0% | -38.0% |
| All | -27.4% | +144.7% | -172.1% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling