+195.2%
BAH vs RRC
+73.1%
+122.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +1.7% | +6.4% | -4.7% | +1.4% |
| 30D | +20.8% | +23.9% | -3.1% | +19.5% |
| 3M | +11.6% | +30.2% | -18.6% | +10.1% |
| 6M | +23.1% | +26.3% | -3.2% | +21.6% |
| YTD | +5.3% | +48.1% | -42.8% | +3.2% |
| 1Y | +6.1% | +37.7% | -31.5% | +4.3% |
| 3Y | -27.5% | +60.3% | -87.8% | -29.5% |
| 5Y | +6.2% | +135.3% | -129.1% | +1.0% |
| All | +195.2% | +73.1% | +122.1% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling