+9.8%
BAX vs RNG
+144.7%
-135.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.3% |
| 7D | -1.1% | +5.8% | -6.9% | -1.6% |
| 30D | -5.5% | +19.6% | -25.1% | -6.7% |
| 3M | +33.5% | +67.0% | -33.5% | +27.8% |
| 6M | +35.9% | +88.4% | -52.5% | +28.4% |
| YTD | +35.4% | +155.5% | -120.1% | +23.2% |
| 1Y | +9.8% | +141.7% | -131.9% | -0.5% |
| All | +9.8% | +144.7% | -135.0% | -0.5% |
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