-63.3%
BAX vs RNG
-74.0%
+10.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | -0.6% | -3.5% | +2.9% | -0.3% |
| 30D | +6.3% | -3.8% | +10.1% | +6.6% |
| 3M | -4.6% | +18.6% | -23.1% | -6.4% |
| 6M | +50.4% | +69.2% | -18.8% | +41.5% |
| YTD | +38.0% | +161.9% | -123.9% | +22.7% |
| 1Y | +44.6% | +176.2% | -131.6% | +27.8% |
| 3Y | -15.1% | +174.5% | -189.7% | -26.6% |
| 5Y | -63.3% | -71.9% | +8.6% | -66.0% |
| All | -63.3% | -74.0% | +10.7% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling