-39.3%
BAX vs RSG
+428.9%
-468.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.9% |
| 7D | -7.9% | 0.0% | -7.9% | -7.9% |
| 30D | -11.7% | +4.0% | -15.6% | -13.3% |
| 3M | +16.2% | +7.4% | +8.8% | +12.1% |
| 6M | +32.0% | +0.1% | +31.9% | +31.3% |
| YTD | +24.7% | +6.0% | +18.7% | +20.7% |
| 1Y | -2.6% | -3.0% | +0.3% | -1.7% |
| 3Y | -35.0% | +56.5% | -91.5% | -48.7% |
| 5Y | -67.6% | +90.9% | -158.5% | -77.4% |
| All | -39.3% | +428.9% | -468.2% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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