-64.2%
BAX vs RSG
+99.6%
-163.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +2.5% | -2.4% | -0.8% |
| 30D | +4.1% | +12.7% | -8.6% | -0.7% |
| 3M | -4.5% | +17.9% | -22.5% | -10.5% |
| 6M | +49.2% | +25.0% | +24.3% | +36.7% |
| YTD | +35.2% | +20.8% | +14.4% | +25.3% |
| 1Y | +38.3% | +24.3% | +14.0% | +26.8% |
| 3Y | -19.0% | +65.3% | -84.3% | -33.0% |
| All | -64.2% | +99.6% | -163.8% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling