-66.9%
BAX vs RNG
-70.8%
+3.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | -3.3% |
| 7D | -2.4% | -0.8% | -1.6% | -2.4% |
| 30D | -9.7% | +11.4% | -21.1% | -10.7% |
| 3M | +29.3% | +72.1% | -42.8% | +22.1% |
| 6M | +40.7% | +67.9% | -27.3% | +32.4% |
| YTD | +30.3% | +144.3% | -114.1% | +17.1% |
| 1Y | +3.4% | +117.5% | -114.1% | -6.2% |
| 3Y | -32.0% | +123.9% | -155.9% | -39.9% |
| 5Y | -66.9% | -70.1% | +3.2% | -68.8% |
| All | -66.9% | -70.8% | +3.9% | -68.8% |
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