-33.3%
BAX vs RNG
+236.7%
-270.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.4% |
| 7D | +0.4% | +2.3% | -1.9% | +0.1% |
| 30D | +3.4% | -3.4% | +6.8% | +3.7% |
| 3M | -4.5% | +20.9% | -25.3% | -6.8% |
| 6M | +44.0% | +82.2% | -38.2% | +32.8% |
| YTD | +34.9% | +164.6% | -129.7% | +17.0% |
| 1Y | +37.9% | +177.0% | -139.1% | +18.8% |
| 3Y | -17.1% | +177.4% | -194.5% | -30.4% |
| 5Y | -64.3% | -72.3% | +8.1% | -61.8% |
| All | -33.3% | +236.7% | -270.0% | -54.5% |
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 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