+187.8%
BAH vs RNG
+226.3%
-38.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -1.3% | -4.1% | +2.7% | -0.9% |
| 30D | -6.6% | +8.6% | -15.3% | -7.6% |
| 3M | -7.2% | +78.0% | -85.1% | -13.4% |
| 6M | -10.0% | +67.0% | -77.0% | -15.8% |
| YTD | -12.5% | +142.4% | -154.9% | -21.7% |
| 1Y | -27.9% | +120.4% | -148.4% | -35.0% |
| 3Y | -31.4% | +122.1% | -153.5% | -39.7% |
| 5Y | -3.2% | -69.8% | +66.6% | +3.5% |
| All | +187.8% | +226.3% | -38.5% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling