+202.7%
BAX vs RSG
+2,015.2%
-1,812.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -5.5% | +7.6% | -13.0% | -6.9% |
| 3M | +33.5% | +7.4% | +26.1% | +31.4% |
| 6M | +35.9% | -3.3% | +39.1% | +36.6% |
| YTD | +35.4% | +6.0% | +29.3% | +33.5% |
| 1Y | +9.8% | -3.7% | +13.4% | +10.5% |
| 3Y | -32.7% | +59.1% | -91.8% | -39.2% |
| 5Y | -65.6% | +89.0% | -154.6% | -70.1% |
| 10Y | -34.9% | +412.5% | -447.4% | -53.1% |
| All | +202.7% | +2,015.2% | -1,812.6% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling