+201.7%
BAH vs RNG
+223.4%
-21.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +4.9% |
| 7D | +2.4% | -9.6% | +12.0% | +3.6% |
| 30D | -2.9% | +8.8% | -11.8% | -4.0% |
| 3M | -1.3% | +78.6% | -80.0% | -8.0% |
| 6M | -0.9% | +70.3% | -71.2% | -7.4% |
| YTD | -8.2% | +140.3% | -148.6% | -17.8% |
| 1Y | -24.0% | +126.6% | -150.6% | -31.7% |
| 3Y | -28.1% | +120.2% | -148.3% | -36.8% |
| 5Y | +2.5% | -68.3% | +70.8% | +8.8% |
| All | +201.7% | +223.4% | -21.8% | +99.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling