-27.5%
BAH vs RNG
+122.1%
-149.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -1.3% | -4.1% | +2.7% | -0.6% |
| 30D | -6.6% | +8.6% | -15.3% | -8.1% |
| 3M | -7.2% | +78.0% | -85.1% | -17.0% |
| 6M | -10.0% | +67.0% | -77.0% | -19.3% |
| YTD | -12.5% | +142.4% | -154.9% | -24.1% |
| All | -27.5% | +122.1% | -149.6% | -37.8% |
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