-67.0%
BAX vs RSG
+89.5%
-156.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | -5.4% | -1.8% | -3.6% | -4.8% |
| 30D | -12.4% | +2.8% | -15.2% | -13.3% |
| 3M | +19.1% | +4.3% | +14.8% | +17.1% |
| 6M | +38.6% | -0.5% | +39.1% | +38.4% |
| YTD | +26.7% | +5.2% | +21.5% | +23.9% |
| 1Y | +1.0% | -2.1% | +3.2% | +1.4% |
| 3Y | -33.9% | +56.5% | -90.4% | -43.8% |
| 5Y | -67.0% | +89.5% | -156.5% | -74.1% |
| All | -67.0% | +89.5% | -156.6% | -74.1% |
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