+202.5%
BAX vs RSG
+2,310.6%
-2,108.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +2.5% | -2.4% | -0.5% |
| 30D | +4.1% | +12.7% | -8.6% | +1.3% |
| 3M | -4.5% | +17.9% | -22.5% | -8.0% |
| 6M | +49.2% | +25.0% | +24.3% | +42.0% |
| YTD | +35.2% | +20.8% | +14.4% | +29.5% |
| 1Y | +38.3% | +24.3% | +14.0% | +31.6% |
| 3Y | -19.0% | +65.3% | -84.3% | -27.6% |
| 5Y | -64.2% | +99.1% | -163.2% | -69.3% |
| 10Y | -35.7% | +452.4% | -488.1% | -54.6% |
| All | +202.5% | +2,310.6% | -2,108.2% | +78.4% |
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