-38.3%
BAX vs RNG
+223.4%
-261.8%
-81.2%
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 | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -5.4% | -9.6% | +4.2% | -4.3% |
| 30D | -12.4% | +8.8% | -21.2% | -13.3% |
| 3M | +19.1% | +78.6% | -59.5% | +10.6% |
| 6M | +38.6% | +70.3% | -31.7% | +28.4% |
| YTD | +26.7% | +140.3% | -113.6% | +11.3% |
| 1Y | +1.0% | +126.6% | -125.6% | -10.9% |
| 3Y | -33.9% | +120.2% | -154.1% | -43.0% |
| 5Y | -67.0% | -68.3% | +1.3% | -65.6% |
| All | -38.3% | +223.4% | -261.8% | -59.3% |
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