-37.8%
BAX vs RNG
+226.3%
-264.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -5.1% | -4.1% | -1.0% | -4.7% |
| 30D | -12.2% | +8.6% | -20.8% | -13.1% |
| 3M | +21.8% | +78.0% | -56.2% | +13.2% |
| 6M | +36.3% | +67.0% | -30.7% | +26.6% |
| YTD | +27.8% | +142.4% | -114.6% | +12.1% |
| 1Y | -0.1% | +120.4% | -120.5% | -11.5% |
| 3Y | -33.3% | +122.1% | -155.4% | -42.6% |
| 5Y | -67.1% | -69.8% | +2.8% | -65.4% |
| All | -37.8% | +226.3% | -264.1% | -59.0% |
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