-46.9%
BBWI vs RNG
+122.1%
-169.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -6.1% |
| 7D | -4.4% | -4.1% | -0.4% | -3.5% |
| 30D | -7.4% | +8.6% | -16.0% | -9.4% |
| 3M | -2.2% | +78.0% | -80.2% | -16.3% |
| 6M | -16.3% | +67.0% | -83.3% | -28.8% |
| YTD | -9.1% | +142.4% | -151.6% | -32.8% |
| 1Y | -34.5% | +120.4% | -155.0% | -50.2% |
| All | -46.9% | +122.1% | -169.0% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling